CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
405-2 |
410-2 |
5-0 |
1.2% |
414-6 |
| High |
405-4 |
417-0 |
11-4 |
2.8% |
415-0 |
| Low |
399-2 |
410-2 |
11-0 |
2.8% |
392-6 |
| Close |
408-4 |
414-6 |
6-2 |
1.5% |
408-4 |
| Range |
6-2 |
6-6 |
0-4 |
8.0% |
22-2 |
| ATR |
16-0 |
15-4 |
-0-4 |
-3.4% |
0-0 |
| Volume |
14,367 |
12,089 |
-2,278 |
-15.9% |
59,216 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
434-2 |
431-2 |
418-4 |
|
| R3 |
427-4 |
424-4 |
416-5 |
|
| R2 |
420-6 |
420-6 |
416-0 |
|
| R1 |
417-6 |
417-6 |
415-3 |
419-2 |
| PP |
414-0 |
414-0 |
414-0 |
414-6 |
| S1 |
411-0 |
411-0 |
414-1 |
412-4 |
| S2 |
407-2 |
407-2 |
413-4 |
|
| S3 |
400-4 |
404-2 |
412-7 |
|
| S4 |
393-6 |
397-4 |
411-0 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
472-1 |
462-5 |
420-6 |
|
| R3 |
449-7 |
440-3 |
414-5 |
|
| R2 |
427-5 |
427-5 |
412-5 |
|
| R1 |
418-1 |
418-1 |
410-4 |
411-6 |
| PP |
405-3 |
405-3 |
405-3 |
402-2 |
| S1 |
395-7 |
395-7 |
406-4 |
389-4 |
| S2 |
383-1 |
383-1 |
404-3 |
|
| S3 |
360-7 |
373-5 |
402-3 |
|
| S4 |
338-5 |
351-3 |
396-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
417-0 |
392-6 |
24-2 |
5.8% |
10-0 |
2.4% |
91% |
True |
False |
12,459 |
| 10 |
449-6 |
392-6 |
57-0 |
13.7% |
9-1 |
2.2% |
39% |
False |
False |
11,308 |
| 20 |
450-0 |
392-6 |
57-2 |
13.8% |
11-2 |
2.7% |
38% |
False |
False |
9,117 |
| 40 |
600-0 |
392-6 |
207-2 |
50.0% |
11-5 |
2.8% |
11% |
False |
False |
7,585 |
| 60 |
654-0 |
392-6 |
261-2 |
63.0% |
11-7 |
2.9% |
8% |
False |
False |
6,655 |
| 80 |
654-0 |
392-6 |
261-2 |
63.0% |
12-4 |
3.0% |
8% |
False |
False |
6,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
445-6 |
|
2.618 |
434-5 |
|
1.618 |
427-7 |
|
1.000 |
423-6 |
|
0.618 |
421-1 |
|
HIGH |
417-0 |
|
0.618 |
414-3 |
|
0.500 |
413-5 |
|
0.382 |
412-7 |
|
LOW |
410-2 |
|
0.618 |
406-1 |
|
1.000 |
403-4 |
|
1.618 |
399-3 |
|
2.618 |
392-5 |
|
4.250 |
381-4 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
414-3 |
412-0 |
| PP |
414-0 |
409-2 |
| S1 |
413-5 |
406-4 |
|