CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
375-0 |
362-0 |
-13-0 |
-3.5% |
398-0 |
| High |
376-0 |
377-6 |
1-6 |
0.5% |
406-0 |
| Low |
353-0 |
362-0 |
9-0 |
2.5% |
353-0 |
| Close |
354-2 |
371-0 |
16-6 |
4.7% |
354-2 |
| Range |
23-0 |
15-6 |
-7-2 |
-31.5% |
53-0 |
| ATR |
17-2 |
17-5 |
0-4 |
2.6% |
0-0 |
| Volume |
65,282 |
108,174 |
42,892 |
65.7% |
308,718 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
417-4 |
410-0 |
379-5 |
|
| R3 |
401-6 |
394-2 |
375-3 |
|
| R2 |
386-0 |
386-0 |
373-7 |
|
| R1 |
378-4 |
378-4 |
372-4 |
382-2 |
| PP |
370-2 |
370-2 |
370-2 |
372-1 |
| S1 |
362-6 |
362-6 |
369-4 |
366-4 |
| S2 |
354-4 |
354-4 |
368-1 |
|
| S3 |
338-6 |
347-0 |
366-5 |
|
| S4 |
323-0 |
331-2 |
362-3 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
530-1 |
495-1 |
383-3 |
|
| R3 |
477-1 |
442-1 |
368-7 |
|
| R2 |
424-1 |
424-1 |
364-0 |
|
| R1 |
389-1 |
389-1 |
359-1 |
380-1 |
| PP |
371-1 |
371-1 |
371-1 |
366-4 |
| S1 |
336-1 |
336-1 |
349-3 |
327-1 |
| S2 |
318-1 |
318-1 |
344-4 |
|
| S3 |
265-1 |
283-1 |
339-5 |
|
| S4 |
212-1 |
230-1 |
325-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
402-4 |
353-0 |
49-4 |
13.3% |
12-6 |
3.4% |
36% |
False |
False |
73,026 |
| 10 |
406-0 |
353-0 |
53-0 |
14.3% |
13-3 |
3.6% |
34% |
False |
False |
70,486 |
| 20 |
438-4 |
353-0 |
85-4 |
23.0% |
14-1 |
3.8% |
21% |
False |
False |
57,700 |
| 40 |
530-4 |
353-0 |
177-4 |
47.8% |
14-5 |
3.9% |
10% |
False |
False |
46,291 |
| 60 |
593-0 |
353-0 |
240-0 |
64.7% |
14-5 |
3.9% |
8% |
False |
False |
40,301 |
| 80 |
643-0 |
353-0 |
290-0 |
78.2% |
15-3 |
4.1% |
6% |
False |
False |
34,025 |
| 100 |
764-0 |
353-0 |
411-0 |
110.8% |
16-0 |
4.3% |
4% |
False |
False |
29,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
444-6 |
|
2.618 |
419-0 |
|
1.618 |
403-2 |
|
1.000 |
393-4 |
|
0.618 |
387-4 |
|
HIGH |
377-6 |
|
0.618 |
371-6 |
|
0.500 |
369-7 |
|
0.382 |
368-0 |
|
LOW |
362-0 |
|
0.618 |
352-2 |
|
1.000 |
346-2 |
|
1.618 |
336-4 |
|
2.618 |
320-6 |
|
4.250 |
295-0 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
370-5 |
370-4 |
| PP |
370-2 |
369-7 |
| S1 |
369-7 |
369-3 |
|