CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
352-4 |
354-2 |
1-6 |
0.5% |
337-2 |
| High |
366-0 |
388-0 |
22-0 |
6.0% |
388-0 |
| Low |
350-0 |
352-0 |
2-0 |
0.6% |
336-0 |
| Close |
362-4 |
384-6 |
22-2 |
6.1% |
384-6 |
| Range |
16-0 |
36-0 |
20-0 |
125.0% |
52-0 |
| ATR |
14-6 |
16-3 |
1-4 |
10.2% |
0-0 |
| Volume |
12,984 |
13,266 |
282 |
2.2% |
130,486 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
482-7 |
469-7 |
404-4 |
|
| R3 |
446-7 |
433-7 |
394-5 |
|
| R2 |
410-7 |
410-7 |
391-3 |
|
| R1 |
397-7 |
397-7 |
388-0 |
404-3 |
| PP |
374-7 |
374-7 |
374-7 |
378-2 |
| S1 |
361-7 |
361-7 |
381-4 |
368-3 |
| S2 |
338-7 |
338-7 |
378-1 |
|
| S3 |
302-7 |
325-7 |
374-7 |
|
| S4 |
266-7 |
289-7 |
365-0 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
525-5 |
507-1 |
413-3 |
|
| R3 |
473-5 |
455-1 |
399-0 |
|
| R2 |
421-5 |
421-5 |
394-2 |
|
| R1 |
403-1 |
403-1 |
389-4 |
412-3 |
| PP |
369-5 |
369-5 |
369-5 |
374-2 |
| S1 |
351-1 |
351-1 |
380-0 |
360-3 |
| S2 |
317-5 |
317-5 |
375-2 |
|
| S3 |
265-5 |
299-1 |
370-4 |
|
| S4 |
213-5 |
247-1 |
356-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
388-0 |
336-0 |
52-0 |
13.5% |
15-6 |
4.1% |
94% |
True |
False |
26,097 |
| 10 |
388-0 |
316-0 |
72-0 |
18.7% |
13-0 |
3.4% |
95% |
True |
False |
20,495 |
| 20 |
417-0 |
316-0 |
101-0 |
26.3% |
10-4 |
2.7% |
68% |
False |
False |
15,977 |
| 40 |
450-0 |
316-0 |
134-0 |
34.8% |
11-2 |
2.9% |
51% |
False |
False |
12,292 |
| 60 |
600-0 |
316-0 |
284-0 |
73.8% |
11-2 |
2.9% |
24% |
False |
False |
10,258 |
| 80 |
654-0 |
316-0 |
338-0 |
87.8% |
11-5 |
3.0% |
20% |
False |
False |
8,711 |
| 100 |
654-0 |
316-0 |
338-0 |
87.8% |
12-2 |
3.2% |
20% |
False |
False |
7,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
541-0 |
|
2.618 |
482-2 |
|
1.618 |
446-2 |
|
1.000 |
424-0 |
|
0.618 |
410-2 |
|
HIGH |
388-0 |
|
0.618 |
374-2 |
|
0.500 |
370-0 |
|
0.382 |
365-6 |
|
LOW |
352-0 |
|
0.618 |
329-6 |
|
1.000 |
316-0 |
|
1.618 |
293-6 |
|
2.618 |
257-6 |
|
4.250 |
199-0 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
379-7 |
378-4 |
| PP |
374-7 |
372-3 |
| S1 |
370-0 |
366-1 |
|