CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
388-0 |
412-4 |
24-4 |
6.3% |
337-2 |
| High |
409-0 |
413-0 |
4-0 |
1.0% |
388-0 |
| Low |
388-0 |
393-4 |
5-4 |
1.4% |
336-0 |
| Close |
405-2 |
400-4 |
-4-6 |
-1.2% |
384-6 |
| Range |
21-0 |
19-4 |
-1-4 |
-7.1% |
52-0 |
| ATR |
16-7 |
17-1 |
0-1 |
1.1% |
0-0 |
| Volume |
11,736 |
15,454 |
3,718 |
31.7% |
130,486 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
460-7 |
450-1 |
411-2 |
|
| R3 |
441-3 |
430-5 |
405-7 |
|
| R2 |
421-7 |
421-7 |
404-1 |
|
| R1 |
411-1 |
411-1 |
402-2 |
406-6 |
| PP |
402-3 |
402-3 |
402-3 |
400-1 |
| S1 |
391-5 |
391-5 |
398-6 |
387-2 |
| S2 |
382-7 |
382-7 |
396-7 |
|
| S3 |
363-3 |
372-1 |
395-1 |
|
| S4 |
343-7 |
352-5 |
389-6 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
525-5 |
507-1 |
413-3 |
|
| R3 |
473-5 |
455-1 |
399-0 |
|
| R2 |
421-5 |
421-5 |
394-2 |
|
| R1 |
403-1 |
403-1 |
389-4 |
412-3 |
| PP |
369-5 |
369-5 |
369-5 |
374-2 |
| S1 |
351-1 |
351-1 |
380-0 |
360-3 |
| S2 |
317-5 |
317-5 |
375-2 |
|
| S3 |
265-5 |
299-1 |
370-4 |
|
| S4 |
213-5 |
247-1 |
356-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
413-0 |
350-0 |
63-0 |
15.7% |
22-1 |
5.5% |
80% |
True |
False |
17,710 |
| 10 |
413-0 |
316-0 |
97-0 |
24.2% |
16-6 |
4.2% |
87% |
True |
False |
22,587 |
| 20 |
413-0 |
316-0 |
97-0 |
24.2% |
12-4 |
3.1% |
87% |
True |
False |
17,354 |
| 40 |
450-0 |
316-0 |
134-0 |
33.5% |
11-7 |
3.0% |
63% |
False |
False |
13,352 |
| 60 |
600-0 |
316-0 |
284-0 |
70.9% |
11-7 |
3.0% |
30% |
False |
False |
10,881 |
| 80 |
633-0 |
316-0 |
317-0 |
79.2% |
11-7 |
3.0% |
27% |
False |
False |
9,421 |
| 100 |
654-0 |
316-0 |
338-0 |
84.4% |
12-4 |
3.1% |
25% |
False |
False |
8,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
495-7 |
|
2.618 |
464-0 |
|
1.618 |
444-4 |
|
1.000 |
432-4 |
|
0.618 |
425-0 |
|
HIGH |
413-0 |
|
0.618 |
405-4 |
|
0.500 |
403-2 |
|
0.382 |
401-0 |
|
LOW |
393-4 |
|
0.618 |
381-4 |
|
1.000 |
374-0 |
|
1.618 |
362-0 |
|
2.618 |
342-4 |
|
4.250 |
310-5 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
403-2 |
400-0 |
| PP |
402-3 |
399-4 |
| S1 |
401-3 |
399-0 |
|