CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
368-0 |
373-0 |
5-0 |
1.4% |
398-0 |
| High |
371-0 |
374-4 |
3-4 |
0.9% |
406-0 |
| Low |
363-6 |
367-0 |
3-2 |
0.9% |
353-0 |
| Close |
370-4 |
371-0 |
0-4 |
0.1% |
354-2 |
| Range |
7-2 |
7-4 |
0-2 |
3.4% |
53-0 |
| ATR |
16-7 |
16-2 |
-0-5 |
-4.0% |
0-0 |
| Volume |
100,511 |
115,863 |
15,352 |
15.3% |
308,718 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
393-3 |
389-5 |
375-1 |
|
| R3 |
385-7 |
382-1 |
373-0 |
|
| R2 |
378-3 |
378-3 |
372-3 |
|
| R1 |
374-5 |
374-5 |
371-6 |
372-6 |
| PP |
370-7 |
370-7 |
370-7 |
369-7 |
| S1 |
367-1 |
367-1 |
370-2 |
365-2 |
| S2 |
363-3 |
363-3 |
369-5 |
|
| S3 |
355-7 |
359-5 |
369-0 |
|
| S4 |
348-3 |
352-1 |
366-7 |
|
|
| 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 |
385-6 |
353-0 |
32-6 |
8.8% |
12-4 |
3.4% |
55% |
False |
False |
92,321 |
| 10 |
406-0 |
353-0 |
53-0 |
14.3% |
11-2 |
3.0% |
34% |
False |
False |
78,373 |
| 20 |
438-4 |
353-0 |
85-4 |
23.0% |
12-6 |
3.4% |
21% |
False |
False |
64,764 |
| 40 |
497-0 |
353-0 |
144-0 |
38.8% |
14-0 |
3.8% |
13% |
False |
False |
49,998 |
| 60 |
593-0 |
353-0 |
240-0 |
64.7% |
14-3 |
3.9% |
8% |
False |
False |
43,231 |
| 80 |
643-0 |
353-0 |
290-0 |
78.2% |
15-0 |
4.0% |
6% |
False |
False |
36,340 |
| 100 |
732-4 |
353-0 |
379-4 |
102.3% |
15-7 |
4.3% |
5% |
False |
False |
31,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
406-3 |
|
2.618 |
394-1 |
|
1.618 |
386-5 |
|
1.000 |
382-0 |
|
0.618 |
379-1 |
|
HIGH |
374-4 |
|
0.618 |
371-5 |
|
0.500 |
370-6 |
|
0.382 |
369-7 |
|
LOW |
367-0 |
|
0.618 |
362-3 |
|
1.000 |
359-4 |
|
1.618 |
354-7 |
|
2.618 |
347-3 |
|
4.250 |
335-1 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
370-7 |
370-5 |
| PP |
370-7 |
370-2 |
| S1 |
370-6 |
369-7 |
|