CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
398-0 |
394-0 |
-4-0 |
-1.0% |
399-0 |
| High |
401-0 |
394-0 |
-7-0 |
-1.7% |
413-0 |
| Low |
392-0 |
386-0 |
-6-0 |
-1.5% |
385-0 |
| Close |
400-2 |
391-0 |
-9-2 |
-2.3% |
391-0 |
| Range |
9-0 |
8-0 |
-1-0 |
-11.1% |
28-0 |
| ATR |
16-4 |
16-3 |
-0-1 |
-1.0% |
0-0 |
| Volume |
24,490 |
11,295 |
-13,195 |
-53.9% |
98,087 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414-3 |
410-5 |
395-3 |
|
| R3 |
406-3 |
402-5 |
393-2 |
|
| R2 |
398-3 |
398-3 |
392-4 |
|
| R1 |
394-5 |
394-5 |
391-6 |
392-4 |
| PP |
390-3 |
390-3 |
390-3 |
389-2 |
| S1 |
386-5 |
386-5 |
390-2 |
384-4 |
| S2 |
382-3 |
382-3 |
389-4 |
|
| S3 |
374-3 |
378-5 |
388-6 |
|
| S4 |
366-3 |
370-5 |
386-5 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
480-3 |
463-5 |
406-3 |
|
| R3 |
452-3 |
435-5 |
398-6 |
|
| R2 |
424-3 |
424-3 |
396-1 |
|
| R1 |
407-5 |
407-5 |
393-5 |
402-0 |
| PP |
396-3 |
396-3 |
396-3 |
393-4 |
| S1 |
379-5 |
379-5 |
388-3 |
374-0 |
| S2 |
368-3 |
368-3 |
385-7 |
|
| S3 |
340-3 |
351-5 |
383-2 |
|
| S4 |
312-3 |
323-5 |
375-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
413-0 |
385-0 |
28-0 |
7.2% |
15-1 |
3.9% |
21% |
False |
False |
19,617 |
| 10 |
413-0 |
336-0 |
77-0 |
19.7% |
15-3 |
3.9% |
71% |
False |
False |
22,857 |
| 20 |
413-0 |
316-0 |
97-0 |
24.8% |
12-5 |
3.2% |
77% |
False |
False |
17,841 |
| 40 |
450-0 |
316-0 |
134-0 |
34.3% |
11-6 |
3.0% |
56% |
False |
False |
13,770 |
| 60 |
581-6 |
316-0 |
265-6 |
68.0% |
11-7 |
3.0% |
28% |
False |
False |
11,376 |
| 80 |
629-0 |
316-0 |
313-0 |
80.1% |
11-7 |
3.0% |
24% |
False |
False |
9,812 |
| 100 |
654-0 |
316-0 |
338-0 |
86.4% |
12-3 |
3.2% |
22% |
False |
False |
8,617 |
| 120 |
807-0 |
316-0 |
491-0 |
125.6% |
12-6 |
3.3% |
15% |
False |
False |
7,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
428-0 |
|
2.618 |
415-0 |
|
1.618 |
407-0 |
|
1.000 |
402-0 |
|
0.618 |
399-0 |
|
HIGH |
394-0 |
|
0.618 |
391-0 |
|
0.500 |
390-0 |
|
0.382 |
389-0 |
|
LOW |
386-0 |
|
0.618 |
381-0 |
|
1.000 |
378-0 |
|
1.618 |
373-0 |
|
2.618 |
365-0 |
|
4.250 |
352-0 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
390-5 |
399-4 |
| PP |
390-3 |
396-5 |
| S1 |
390-0 |
393-7 |
|