CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
412-4 |
398-0 |
-14-4 |
-3.5% |
337-2 |
High |
413-0 |
401-0 |
-12-0 |
-2.9% |
388-0 |
Low |
393-4 |
392-0 |
-1-4 |
-0.4% |
336-0 |
Close |
400-4 |
400-2 |
-0-2 |
-0.1% |
384-6 |
Range |
19-4 |
9-0 |
-10-4 |
-53.8% |
52-0 |
ATR |
17-1 |
16-4 |
-0-5 |
-3.4% |
0-0 |
Volume |
15,454 |
24,490 |
9,036 |
58.5% |
130,486 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
424-6 |
421-4 |
405-2 |
|
R3 |
415-6 |
412-4 |
402-6 |
|
R2 |
406-6 |
406-6 |
401-7 |
|
R1 |
403-4 |
403-4 |
401-1 |
405-1 |
PP |
397-6 |
397-6 |
397-6 |
398-4 |
S1 |
394-4 |
394-4 |
399-3 |
396-1 |
S2 |
388-6 |
388-6 |
398-5 |
|
S3 |
379-6 |
385-4 |
397-6 |
|
S4 |
370-6 |
376-4 |
395-2 |
|
|
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 |
413-0 |
352-0 |
61-0 |
15.2% |
20-6 |
5.2% |
79% |
False |
False |
20,011 |
10 |
413-0 |
316-0 |
97-0 |
24.2% |
16-3 |
4.1% |
87% |
False |
False |
22,907 |
20 |
413-0 |
316-0 |
97-0 |
24.2% |
12-4 |
3.1% |
87% |
False |
False |
18,123 |
40 |
450-0 |
316-0 |
134-0 |
33.5% |
12-0 |
3.0% |
63% |
False |
False |
13,711 |
60 |
593-0 |
316-0 |
277-0 |
69.2% |
11-7 |
3.0% |
30% |
False |
False |
11,243 |
80 |
633-0 |
316-0 |
317-0 |
79.2% |
11-7 |
3.0% |
27% |
False |
False |
9,700 |
100 |
654-0 |
316-0 |
338-0 |
84.4% |
12-3 |
3.1% |
25% |
False |
False |
8,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
439-2 |
2.618 |
424-4 |
1.618 |
415-4 |
1.000 |
410-0 |
0.618 |
406-4 |
HIGH |
401-0 |
0.618 |
397-4 |
0.500 |
396-4 |
0.382 |
395-4 |
LOW |
392-0 |
0.618 |
386-4 |
1.000 |
383-0 |
1.618 |
377-4 |
2.618 |
368-4 |
4.250 |
353-6 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
399-0 |
400-4 |
PP |
397-6 |
400-3 |
S1 |
396-4 |
400-3 |
|