CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
381-6 |
392-2 |
10-4 |
2.8% |
387-4 |
| High |
395-0 |
398-0 |
3-0 |
0.8% |
402-0 |
| Low |
380-4 |
392-2 |
11-6 |
3.1% |
373-4 |
| Close |
394-6 |
398-0 |
3-2 |
0.8% |
380-6 |
| Range |
14-4 |
5-6 |
-8-6 |
-60.3% |
28-4 |
| ATR |
16-4 |
15-6 |
-0-6 |
-4.7% |
0-0 |
| Volume |
68,015 |
66,192 |
-1,823 |
-2.7% |
593,636 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
413-3 |
411-3 |
401-1 |
|
| R3 |
407-5 |
405-5 |
399-5 |
|
| R2 |
401-7 |
401-7 |
399-0 |
|
| R1 |
399-7 |
399-7 |
398-4 |
400-7 |
| PP |
396-1 |
396-1 |
396-1 |
396-4 |
| S1 |
394-1 |
394-1 |
397-4 |
395-1 |
| S2 |
390-3 |
390-3 |
397-0 |
|
| S3 |
384-5 |
388-3 |
396-3 |
|
| S4 |
378-7 |
382-5 |
394-7 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
470-7 |
454-3 |
396-3 |
|
| R3 |
442-3 |
425-7 |
388-5 |
|
| R2 |
413-7 |
413-7 |
386-0 |
|
| R1 |
397-3 |
397-3 |
383-3 |
391-3 |
| PP |
385-3 |
385-3 |
385-3 |
382-4 |
| S1 |
368-7 |
368-7 |
378-1 |
362-7 |
| S2 |
356-7 |
356-7 |
375-4 |
|
| S3 |
328-3 |
340-3 |
372-7 |
|
| S4 |
299-7 |
311-7 |
365-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
398-0 |
375-4 |
22-4 |
5.7% |
8-7 |
2.2% |
100% |
True |
False |
83,617 |
| 10 |
402-0 |
339-0 |
63-0 |
15.8% |
16-2 |
4.1% |
94% |
False |
False |
100,522 |
| 20 |
402-0 |
306-0 |
96-0 |
24.1% |
13-3 |
3.4% |
96% |
False |
False |
103,584 |
| 40 |
438-4 |
306-0 |
132-4 |
33.3% |
13-3 |
3.4% |
69% |
False |
False |
82,313 |
| 60 |
515-0 |
306-0 |
209-0 |
52.5% |
13-7 |
3.5% |
44% |
False |
False |
66,718 |
| 80 |
593-0 |
306-0 |
287-0 |
72.1% |
14-2 |
3.6% |
32% |
False |
False |
57,079 |
| 100 |
643-0 |
306-0 |
337-0 |
84.7% |
14-7 |
3.7% |
27% |
False |
False |
48,780 |
| 120 |
745-0 |
306-0 |
439-0 |
110.3% |
15-5 |
3.9% |
21% |
False |
False |
42,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
422-4 |
|
2.618 |
413-0 |
|
1.618 |
407-2 |
|
1.000 |
403-6 |
|
0.618 |
401-4 |
|
HIGH |
398-0 |
|
0.618 |
395-6 |
|
0.500 |
395-1 |
|
0.382 |
394-4 |
|
LOW |
392-2 |
|
0.618 |
388-6 |
|
1.000 |
386-4 |
|
1.618 |
383-0 |
|
2.618 |
377-2 |
|
4.250 |
367-6 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
397-0 |
394-5 |
| PP |
396-1 |
391-2 |
| S1 |
395-1 |
387-7 |
|