CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
410-2 |
412-0 |
1-6 |
0.4% |
414-6 |
| High |
417-0 |
414-0 |
-3-0 |
-0.7% |
415-0 |
| Low |
410-2 |
408-0 |
-2-2 |
-0.5% |
392-6 |
| Close |
414-6 |
407-6 |
-7-0 |
-1.7% |
408-4 |
| Range |
6-6 |
6-0 |
-0-6 |
-11.1% |
22-2 |
| ATR |
15-4 |
14-7 |
-0-5 |
-4.0% |
0-0 |
| Volume |
12,089 |
8,318 |
-3,771 |
-31.2% |
59,216 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
427-7 |
423-7 |
411-0 |
|
| R3 |
421-7 |
417-7 |
409-3 |
|
| R2 |
415-7 |
415-7 |
408-7 |
|
| R1 |
411-7 |
411-7 |
408-2 |
410-7 |
| PP |
409-7 |
409-7 |
409-7 |
409-4 |
| S1 |
405-7 |
405-7 |
407-2 |
404-7 |
| S2 |
403-7 |
403-7 |
406-5 |
|
| S3 |
397-7 |
399-7 |
406-1 |
|
| S4 |
391-7 |
393-7 |
404-4 |
|
|
| 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 |
394-4 |
22-4 |
5.5% |
8-6 |
2.2% |
59% |
False |
False |
12,199 |
| 10 |
429-0 |
392-6 |
36-2 |
8.9% |
9-0 |
2.2% |
41% |
False |
False |
11,714 |
| 20 |
450-0 |
392-6 |
57-2 |
14.0% |
11-2 |
2.8% |
26% |
False |
False |
9,350 |
| 40 |
600-0 |
392-6 |
207-2 |
50.8% |
11-4 |
2.8% |
7% |
False |
False |
7,644 |
| 60 |
633-0 |
392-6 |
240-2 |
58.9% |
11-5 |
2.9% |
6% |
False |
False |
6,777 |
| 80 |
654-0 |
392-6 |
261-2 |
64.1% |
12-5 |
3.1% |
6% |
False |
False |
6,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
439-4 |
|
2.618 |
429-6 |
|
1.618 |
423-6 |
|
1.000 |
420-0 |
|
0.618 |
417-6 |
|
HIGH |
414-0 |
|
0.618 |
411-6 |
|
0.500 |
411-0 |
|
0.382 |
410-2 |
|
LOW |
408-0 |
|
0.618 |
404-2 |
|
1.000 |
402-0 |
|
1.618 |
398-2 |
|
2.618 |
392-2 |
|
4.250 |
382-4 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
411-0 |
408-1 |
| PP |
409-7 |
408-0 |
| S1 |
408-7 |
407-7 |
|