CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
392-0 |
402-0 |
10-0 |
2.6% |
399-0 |
| High |
404-4 |
407-4 |
3-0 |
0.7% |
413-0 |
| Low |
391-0 |
402-0 |
11-0 |
2.8% |
385-0 |
| Close |
405-0 |
408-0 |
3-0 |
0.7% |
391-0 |
| Range |
13-4 |
5-4 |
-8-0 |
-59.3% |
28-0 |
| ATR |
15-3 |
14-5 |
-0-6 |
-4.6% |
0-0 |
| Volume |
23,515 |
8,366 |
-15,149 |
-64.4% |
98,087 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
422-3 |
420-5 |
411-0 |
|
| R3 |
416-7 |
415-1 |
409-4 |
|
| R2 |
411-3 |
411-3 |
409-0 |
|
| R1 |
409-5 |
409-5 |
408-4 |
410-4 |
| PP |
405-7 |
405-7 |
405-7 |
406-2 |
| S1 |
404-1 |
404-1 |
407-4 |
405-0 |
| S2 |
400-3 |
400-3 |
407-0 |
|
| S3 |
394-7 |
398-5 |
406-4 |
|
| S4 |
389-3 |
393-1 |
405-0 |
|
|
| 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 |
407-4 |
386-0 |
21-4 |
5.3% |
8-0 |
2.0% |
102% |
True |
False |
18,212 |
| 10 |
413-0 |
350-0 |
63-0 |
15.4% |
15-0 |
3.7% |
92% |
False |
False |
17,961 |
| 20 |
413-0 |
316-0 |
97-0 |
23.8% |
11-7 |
2.9% |
95% |
False |
False |
18,932 |
| 40 |
450-0 |
316-0 |
134-0 |
32.8% |
11-0 |
2.7% |
69% |
False |
False |
14,638 |
| 60 |
526-2 |
316-0 |
210-2 |
51.5% |
11-4 |
2.8% |
44% |
False |
False |
12,092 |
| 80 |
603-0 |
316-0 |
287-0 |
70.3% |
11-6 |
2.9% |
32% |
False |
False |
10,411 |
| 100 |
654-0 |
316-0 |
338-0 |
82.8% |
12-1 |
3.0% |
27% |
False |
False |
9,035 |
| 120 |
751-0 |
316-0 |
435-0 |
106.6% |
12-4 |
3.1% |
21% |
False |
False |
8,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
430-7 |
|
2.618 |
421-7 |
|
1.618 |
416-3 |
|
1.000 |
413-0 |
|
0.618 |
410-7 |
|
HIGH |
407-4 |
|
0.618 |
405-3 |
|
0.500 |
404-6 |
|
0.382 |
404-1 |
|
LOW |
402-0 |
|
0.618 |
398-5 |
|
1.000 |
396-4 |
|
1.618 |
393-1 |
|
2.618 |
387-5 |
|
4.250 |
378-5 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
406-7 |
404-5 |
| PP |
405-7 |
401-3 |
| S1 |
404-6 |
398-0 |
|