CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
351-4 |
345-0 |
-6-4 |
-1.8% |
362-0 |
| High |
353-4 |
354-2 |
0-6 |
0.2% |
377-6 |
| Low |
346-0 |
345-0 |
-1-0 |
-0.3% |
362-0 |
| Close |
348-2 |
348-2 |
0-0 |
0.0% |
365-6 |
| Range |
7-4 |
9-2 |
1-6 |
23.3% |
15-6 |
| ATR |
15-3 |
15-0 |
-0-4 |
-2.9% |
0-0 |
| Volume |
101,295 |
111,264 |
9,969 |
9.8% |
442,082 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
376-7 |
371-7 |
353-3 |
|
| R3 |
367-5 |
362-5 |
350-6 |
|
| R2 |
358-3 |
358-3 |
350-0 |
|
| R1 |
353-3 |
353-3 |
349-1 |
355-7 |
| PP |
349-1 |
349-1 |
349-1 |
350-4 |
| S1 |
344-1 |
344-1 |
347-3 |
346-5 |
| S2 |
339-7 |
339-7 |
346-4 |
|
| S3 |
330-5 |
334-7 |
345-6 |
|
| S4 |
321-3 |
325-5 |
343-1 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
415-6 |
406-4 |
374-3 |
|
| R3 |
400-0 |
390-6 |
370-1 |
|
| R2 |
384-2 |
384-2 |
368-5 |
|
| R1 |
375-0 |
375-0 |
367-2 |
379-5 |
| PP |
368-4 |
368-4 |
368-4 |
370-6 |
| S1 |
359-2 |
359-2 |
364-2 |
363-7 |
| S2 |
352-6 |
352-6 |
362-7 |
|
| S3 |
337-0 |
343-4 |
361-3 |
|
| S4 |
321-2 |
327-6 |
357-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
374-4 |
345-0 |
29-4 |
8.5% |
8-4 |
2.4% |
11% |
False |
True |
100,588 |
| 10 |
401-0 |
345-0 |
56-0 |
16.1% |
10-5 |
3.1% |
6% |
False |
True |
90,674 |
| 20 |
432-4 |
345-0 |
87-4 |
25.1% |
12-0 |
3.5% |
4% |
False |
True |
75,062 |
| 40 |
459-0 |
345-0 |
114-0 |
32.7% |
13-3 |
3.8% |
3% |
False |
True |
56,313 |
| 60 |
593-0 |
345-0 |
248-0 |
71.2% |
14-2 |
4.1% |
1% |
False |
True |
48,608 |
| 80 |
643-0 |
345-0 |
298-0 |
85.6% |
14-6 |
4.2% |
1% |
False |
True |
40,220 |
| 100 |
706-0 |
345-0 |
361-0 |
103.7% |
15-6 |
4.5% |
1% |
False |
True |
35,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
393-4 |
|
2.618 |
378-4 |
|
1.618 |
369-2 |
|
1.000 |
363-4 |
|
0.618 |
360-0 |
|
HIGH |
354-2 |
|
0.618 |
350-6 |
|
0.500 |
349-5 |
|
0.382 |
348-4 |
|
LOW |
345-0 |
|
0.618 |
339-2 |
|
1.000 |
335-6 |
|
1.618 |
330-0 |
|
2.618 |
320-6 |
|
4.250 |
305-6 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
349-5 |
351-2 |
| PP |
349-1 |
350-2 |
| S1 |
348-6 |
349-2 |
|