CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
402-0 |
410-4 |
8-4 |
2.1% |
391-0 |
High |
407-4 |
423-0 |
15-4 |
3.8% |
423-0 |
Low |
402-0 |
410-4 |
8-4 |
2.1% |
388-4 |
Close |
408-0 |
422-4 |
14-4 |
3.6% |
422-4 |
Range |
5-4 |
12-4 |
7-0 |
127.3% |
34-4 |
ATR |
14-5 |
14-5 |
0-0 |
0.2% |
0-0 |
Volume |
8,366 |
5,466 |
-2,900 |
-34.7% |
60,743 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
456-1 |
451-7 |
429-3 |
|
R3 |
443-5 |
439-3 |
426-0 |
|
R2 |
431-1 |
431-1 |
424-6 |
|
R1 |
426-7 |
426-7 |
423-5 |
429-0 |
PP |
418-5 |
418-5 |
418-5 |
419-6 |
S1 |
414-3 |
414-3 |
421-3 |
416-4 |
S2 |
406-1 |
406-1 |
420-2 |
|
S3 |
393-5 |
401-7 |
419-0 |
|
S4 |
381-1 |
389-3 |
415-5 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
514-7 |
503-1 |
441-4 |
|
R3 |
480-3 |
468-5 |
432-0 |
|
R2 |
445-7 |
445-7 |
428-7 |
|
R1 |
434-1 |
434-1 |
425-5 |
440-0 |
PP |
411-3 |
411-3 |
411-3 |
414-2 |
S1 |
399-5 |
399-5 |
419-3 |
405-4 |
S2 |
376-7 |
376-7 |
416-1 |
|
S3 |
342-3 |
365-1 |
413-0 |
|
S4 |
307-7 |
330-5 |
403-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
423-0 |
386-0 |
37-0 |
8.8% |
8-6 |
2.1% |
99% |
True |
False |
14,407 |
10 |
423-0 |
352-0 |
71-0 |
16.8% |
14-6 |
3.5% |
99% |
True |
False |
17,209 |
20 |
423-0 |
316-0 |
107-0 |
25.3% |
12-2 |
2.9% |
100% |
True |
False |
18,690 |
40 |
449-6 |
316-0 |
133-6 |
31.7% |
11-0 |
2.6% |
80% |
False |
False |
14,644 |
60 |
498-0 |
316-0 |
182-0 |
43.1% |
11-5 |
2.7% |
59% |
False |
False |
12,020 |
80 |
603-0 |
316-0 |
287-0 |
67.9% |
11-6 |
2.8% |
37% |
False |
False |
10,442 |
100 |
654-0 |
316-0 |
338-0 |
80.0% |
12-1 |
2.9% |
32% |
False |
False |
9,034 |
120 |
744-0 |
316-0 |
428-0 |
101.3% |
12-4 |
3.0% |
25% |
False |
False |
8,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
476-1 |
2.618 |
455-6 |
1.618 |
443-2 |
1.000 |
435-4 |
0.618 |
430-6 |
HIGH |
423-0 |
0.618 |
418-2 |
0.500 |
416-6 |
0.382 |
415-2 |
LOW |
410-4 |
0.618 |
402-6 |
1.000 |
398-0 |
1.618 |
390-2 |
2.618 |
377-6 |
4.250 |
357-3 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
420-5 |
417-3 |
PP |
418-5 |
412-1 |
S1 |
416-6 |
407-0 |
|