CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
428-4 |
406-0 |
-22-4 |
-5.3% |
391-0 |
| High |
431-0 |
406-0 |
-25-0 |
-5.8% |
423-0 |
| Low |
402-0 |
399-0 |
-3-0 |
-0.7% |
388-4 |
| Close |
404-0 |
406-4 |
2-4 |
0.6% |
422-4 |
| Range |
29-0 |
7-0 |
-22-0 |
-75.9% |
34-4 |
| ATR |
15-5 |
15-0 |
-0-5 |
-4.0% |
0-0 |
| Volume |
8,209 |
12,356 |
4,147 |
50.5% |
60,743 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
424-7 |
422-5 |
410-3 |
|
| R3 |
417-7 |
415-5 |
408-3 |
|
| R2 |
410-7 |
410-7 |
407-6 |
|
| R1 |
408-5 |
408-5 |
407-1 |
409-6 |
| PP |
403-7 |
403-7 |
403-7 |
404-3 |
| S1 |
401-5 |
401-5 |
405-7 |
402-6 |
| S2 |
396-7 |
396-7 |
405-2 |
|
| S3 |
389-7 |
394-5 |
404-5 |
|
| S4 |
382-7 |
387-5 |
402-5 |
|
|
| 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 |
431-0 |
391-0 |
40-0 |
9.8% |
13-4 |
3.3% |
39% |
False |
False |
11,582 |
| 10 |
431-0 |
386-0 |
45-0 |
11.1% |
12-7 |
3.2% |
46% |
False |
False |
14,428 |
| 20 |
431-0 |
316-0 |
115-0 |
28.3% |
13-3 |
3.3% |
79% |
False |
False |
18,981 |
| 40 |
449-6 |
316-0 |
133-6 |
32.9% |
11-3 |
2.8% |
68% |
False |
False |
14,804 |
| 60 |
470-4 |
316-0 |
154-4 |
38.0% |
11-6 |
2.9% |
59% |
False |
False |
12,137 |
| 80 |
603-0 |
316-0 |
287-0 |
70.6% |
12-0 |
3.0% |
32% |
False |
False |
10,612 |
| 100 |
654-0 |
316-0 |
338-0 |
83.1% |
12-1 |
3.0% |
27% |
False |
False |
9,157 |
| 120 |
739-0 |
316-0 |
423-0 |
104.1% |
12-5 |
3.1% |
21% |
False |
False |
8,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
435-6 |
|
2.618 |
424-3 |
|
1.618 |
417-3 |
|
1.000 |
413-0 |
|
0.618 |
410-3 |
|
HIGH |
406-0 |
|
0.618 |
403-3 |
|
0.500 |
402-4 |
|
0.382 |
401-5 |
|
LOW |
399-0 |
|
0.618 |
394-5 |
|
1.000 |
392-0 |
|
1.618 |
387-5 |
|
2.618 |
380-5 |
|
4.250 |
369-2 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
405-1 |
415-0 |
| PP |
403-7 |
412-1 |
| S1 |
402-4 |
409-3 |
|