CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 31-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
406-0 |
401-0 |
-5-0 |
-1.2% |
391-0 |
High |
406-0 |
418-4 |
12-4 |
3.1% |
423-0 |
Low |
399-0 |
401-0 |
2-0 |
0.5% |
388-4 |
Close |
406-4 |
417-6 |
11-2 |
2.8% |
422-4 |
Range |
7-0 |
17-4 |
10-4 |
150.0% |
34-4 |
ATR |
15-0 |
15-2 |
0-1 |
1.2% |
0-0 |
Volume |
12,356 |
6,809 |
-5,547 |
-44.9% |
60,743 |
|
Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
464-7 |
458-7 |
427-3 |
|
R3 |
447-3 |
441-3 |
422-4 |
|
R2 |
429-7 |
429-7 |
421-0 |
|
R1 |
423-7 |
423-7 |
419-3 |
426-7 |
PP |
412-3 |
412-3 |
412-3 |
414-0 |
S1 |
406-3 |
406-3 |
416-1 |
409-3 |
S2 |
394-7 |
394-7 |
414-4 |
|
S3 |
377-3 |
388-7 |
413-0 |
|
S4 |
359-7 |
371-3 |
408-1 |
|
|
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 |
399-0 |
32-0 |
7.7% |
14-2 |
3.4% |
59% |
False |
False |
8,241 |
10 |
431-0 |
386-0 |
45-0 |
10.8% |
12-4 |
3.0% |
71% |
False |
False |
13,935 |
20 |
431-0 |
316-0 |
115-0 |
27.5% |
14-1 |
3.4% |
88% |
False |
False |
18,664 |
40 |
449-6 |
316-0 |
133-6 |
32.0% |
11-3 |
2.7% |
76% |
False |
False |
14,809 |
60 |
470-4 |
316-0 |
154-4 |
37.0% |
12-0 |
2.9% |
66% |
False |
False |
12,120 |
80 |
603-0 |
316-0 |
287-0 |
68.7% |
12-1 |
2.9% |
35% |
False |
False |
10,657 |
100 |
654-0 |
316-0 |
338-0 |
80.9% |
12-2 |
2.9% |
30% |
False |
False |
9,189 |
120 |
715-0 |
316-0 |
399-0 |
95.5% |
12-5 |
3.0% |
26% |
False |
False |
8,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
492-7 |
2.618 |
464-3 |
1.618 |
446-7 |
1.000 |
436-0 |
0.618 |
429-3 |
HIGH |
418-4 |
0.618 |
411-7 |
0.500 |
409-6 |
0.382 |
407-5 |
LOW |
401-0 |
0.618 |
390-1 |
1.000 |
383-4 |
1.618 |
372-5 |
2.618 |
355-1 |
4.250 |
326-5 |
|
|
Fisher Pivots for day following 31-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
415-1 |
416-7 |
PP |
412-3 |
415-7 |
S1 |
409-6 |
415-0 |
|