CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
395-0 |
391-0 |
-4-0 |
-1.0% |
380-0 |
| High |
397-4 |
408-0 |
10-4 |
2.6% |
414-4 |
| Low |
386-0 |
390-0 |
4-0 |
1.0% |
377-6 |
| Close |
396-2 |
407-0 |
10-6 |
2.7% |
412-2 |
| Range |
11-4 |
18-0 |
6-4 |
56.5% |
36-6 |
| ATR |
16-4 |
16-4 |
0-1 |
0.7% |
0-0 |
| Volume |
83,438 |
61,557 |
-21,881 |
-26.2% |
241,835 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
455-5 |
449-3 |
416-7 |
|
| R3 |
437-5 |
431-3 |
412-0 |
|
| R2 |
419-5 |
419-5 |
410-2 |
|
| R1 |
413-3 |
413-3 |
408-5 |
416-4 |
| PP |
401-5 |
401-5 |
401-5 |
403-2 |
| S1 |
395-3 |
395-3 |
405-3 |
398-4 |
| S2 |
383-5 |
383-5 |
403-6 |
|
| S3 |
365-5 |
377-3 |
402-0 |
|
| S4 |
347-5 |
359-3 |
397-1 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511-6 |
498-6 |
432-4 |
|
| R3 |
475-0 |
462-0 |
422-3 |
|
| R2 |
438-2 |
438-2 |
419-0 |
|
| R1 |
425-2 |
425-2 |
415-5 |
431-6 |
| PP |
401-4 |
401-4 |
401-4 |
404-6 |
| S1 |
388-4 |
388-4 |
408-7 |
395-0 |
| S2 |
364-6 |
364-6 |
405-4 |
|
| S3 |
328-0 |
351-6 |
402-1 |
|
| S4 |
291-2 |
315-0 |
392-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
421-0 |
386-0 |
35-0 |
8.6% |
16-1 |
4.0% |
60% |
False |
False |
57,841 |
| 10 |
421-0 |
375-4 |
45-4 |
11.2% |
13-7 |
3.4% |
69% |
False |
False |
76,870 |
| 20 |
421-0 |
306-0 |
115-0 |
28.3% |
15-4 |
3.8% |
88% |
False |
False |
95,151 |
| 40 |
438-4 |
306-0 |
132-4 |
32.6% |
13-6 |
3.4% |
76% |
False |
False |
83,142 |
| 60 |
459-0 |
306-0 |
153-0 |
37.6% |
14-1 |
3.5% |
66% |
False |
False |
68,375 |
| 80 |
593-0 |
306-0 |
287-0 |
70.5% |
14-5 |
3.6% |
35% |
False |
False |
58,973 |
| 100 |
643-0 |
306-0 |
337-0 |
82.8% |
14-7 |
3.7% |
30% |
False |
False |
50,351 |
| 120 |
710-4 |
306-0 |
404-4 |
99.4% |
15-6 |
3.9% |
25% |
False |
False |
44,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
484-4 |
|
2.618 |
455-1 |
|
1.618 |
437-1 |
|
1.000 |
426-0 |
|
0.618 |
419-1 |
|
HIGH |
408-0 |
|
0.618 |
401-1 |
|
0.500 |
399-0 |
|
0.382 |
396-7 |
|
LOW |
390-0 |
|
0.618 |
378-7 |
|
1.000 |
372-0 |
|
1.618 |
360-7 |
|
2.618 |
342-7 |
|
4.250 |
313-4 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
404-3 |
405-7 |
| PP |
401-5 |
404-5 |
| S1 |
399-0 |
403-4 |
|