CME Pit-Traded Corn Future March 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 |
376-0 |
400-4 |
24-4 |
6.5% |
323-4 |
| High |
399-0 |
402-0 |
3-0 |
0.8% |
379-4 |
| Low |
376-0 |
382-0 |
6-0 |
1.6% |
323-4 |
| Close |
394-0 |
389-4 |
-4-4 |
-1.1% |
373-4 |
| Range |
23-0 |
20-0 |
-3-0 |
-13.0% |
56-0 |
| ATR |
18-2 |
18-3 |
0-1 |
0.7% |
0-0 |
| Volume |
104,152 |
127,605 |
23,453 |
22.5% |
566,266 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
451-1 |
440-3 |
400-4 |
|
| R3 |
431-1 |
420-3 |
395-0 |
|
| R2 |
411-1 |
411-1 |
393-1 |
|
| R1 |
400-3 |
400-3 |
391-3 |
395-6 |
| PP |
391-1 |
391-1 |
391-1 |
388-7 |
| S1 |
380-3 |
380-3 |
387-5 |
375-6 |
| S2 |
371-1 |
371-1 |
385-7 |
|
| S3 |
351-1 |
360-3 |
384-0 |
|
| S4 |
331-1 |
340-3 |
378-4 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
526-7 |
506-1 |
404-2 |
|
| R3 |
470-7 |
450-1 |
388-7 |
|
| R2 |
414-7 |
414-7 |
383-6 |
|
| R1 |
394-1 |
394-1 |
378-5 |
404-4 |
| PP |
358-7 |
358-7 |
358-7 |
364-0 |
| S1 |
338-1 |
338-1 |
368-3 |
348-4 |
| S2 |
302-7 |
302-7 |
363-2 |
|
| S3 |
246-7 |
282-1 |
358-1 |
|
| S4 |
190-7 |
226-1 |
342-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
402-0 |
339-0 |
63-0 |
16.2% |
23-5 |
6.1% |
80% |
True |
False |
117,426 |
| 10 |
402-0 |
306-0 |
96-0 |
24.6% |
18-1 |
4.7% |
87% |
True |
False |
115,066 |
| 20 |
402-0 |
306-0 |
96-0 |
24.6% |
14-3 |
3.7% |
87% |
True |
False |
102,870 |
| 40 |
438-4 |
306-0 |
132-4 |
34.0% |
14-3 |
3.7% |
63% |
False |
False |
77,474 |
| 60 |
590-4 |
306-0 |
284-4 |
73.0% |
14-3 |
3.7% |
29% |
False |
False |
61,425 |
| 80 |
621-4 |
306-0 |
315-4 |
81.0% |
14-4 |
3.7% |
26% |
False |
False |
52,862 |
| 100 |
643-0 |
306-0 |
337-0 |
86.5% |
15-3 |
4.0% |
25% |
False |
False |
45,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
487-0 |
|
2.618 |
454-3 |
|
1.618 |
434-3 |
|
1.000 |
422-0 |
|
0.618 |
414-3 |
|
HIGH |
402-0 |
|
0.618 |
394-3 |
|
0.500 |
392-0 |
|
0.382 |
389-5 |
|
LOW |
382-0 |
|
0.618 |
369-5 |
|
1.000 |
362-0 |
|
1.618 |
349-5 |
|
2.618 |
329-5 |
|
4.250 |
297-0 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
392-0 |
388-7 |
| PP |
391-1 |
388-3 |
| S1 |
390-3 |
387-6 |
|