CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
354-2 |
399-0 |
44-6 |
12.6% |
337-2 |
| High |
388-0 |
403-0 |
15-0 |
3.9% |
388-0 |
| Low |
352-0 |
385-0 |
33-0 |
9.4% |
336-0 |
| Close |
384-6 |
386-4 |
1-6 |
0.5% |
384-6 |
| Range |
36-0 |
18-0 |
-18-0 |
-50.0% |
52-0 |
| ATR |
16-3 |
16-4 |
0-1 |
0.8% |
0-0 |
| Volume |
13,266 |
35,112 |
21,846 |
164.7% |
130,486 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
445-4 |
434-0 |
396-3 |
|
| R3 |
427-4 |
416-0 |
391-4 |
|
| R2 |
409-4 |
409-4 |
389-6 |
|
| R1 |
398-0 |
398-0 |
388-1 |
394-6 |
| PP |
391-4 |
391-4 |
391-4 |
389-7 |
| S1 |
380-0 |
380-0 |
384-7 |
376-6 |
| S2 |
373-4 |
373-4 |
383-2 |
|
| S3 |
355-4 |
362-0 |
381-4 |
|
| S4 |
337-4 |
344-0 |
376-5 |
|
|
| 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 |
403-0 |
336-2 |
66-6 |
17.3% |
17-7 |
4.6% |
75% |
True |
False |
20,506 |
| 10 |
403-0 |
316-0 |
87-0 |
22.5% |
14-0 |
3.6% |
81% |
True |
False |
23,534 |
| 20 |
417-0 |
316-0 |
101-0 |
26.1% |
11-1 |
2.9% |
70% |
False |
False |
17,015 |
| 40 |
450-0 |
316-0 |
134-0 |
34.7% |
11-3 |
2.9% |
53% |
False |
False |
12,937 |
| 60 |
600-0 |
316-0 |
284-0 |
73.5% |
11-4 |
3.0% |
25% |
False |
False |
10,586 |
| 80 |
654-0 |
316-0 |
338-0 |
87.5% |
11-6 |
3.0% |
21% |
False |
False |
9,118 |
| 100 |
654-0 |
316-0 |
338-0 |
87.5% |
12-2 |
3.2% |
21% |
False |
False |
8,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
479-4 |
|
2.618 |
450-1 |
|
1.618 |
432-1 |
|
1.000 |
421-0 |
|
0.618 |
414-1 |
|
HIGH |
403-0 |
|
0.618 |
396-1 |
|
0.500 |
394-0 |
|
0.382 |
391-7 |
|
LOW |
385-0 |
|
0.618 |
373-7 |
|
1.000 |
367-0 |
|
1.618 |
355-7 |
|
2.618 |
337-7 |
|
4.250 |
308-4 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
394-0 |
383-1 |
| PP |
391-4 |
379-7 |
| S1 |
389-0 |
376-4 |
|