CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
411-6 |
393-4 |
-18-2 |
-4.4% |
414-6 |
| High |
412-0 |
395-4 |
-16-4 |
-4.0% |
415-0 |
| Low |
403-2 |
390-0 |
-13-2 |
-3.3% |
392-6 |
| Close |
406-4 |
391-0 |
-15-4 |
-3.8% |
408-4 |
| Range |
8-6 |
5-4 |
-3-2 |
-37.1% |
22-2 |
| ATR |
14-4 |
14-5 |
0-1 |
1.0% |
0-0 |
| Volume |
9,100 |
16,944 |
7,844 |
86.2% |
59,216 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
408-5 |
405-3 |
394-0 |
|
| R3 |
403-1 |
399-7 |
392-4 |
|
| R2 |
397-5 |
397-5 |
392-0 |
|
| R1 |
394-3 |
394-3 |
391-4 |
393-2 |
| PP |
392-1 |
392-1 |
392-1 |
391-5 |
| S1 |
388-7 |
388-7 |
390-4 |
387-6 |
| S2 |
386-5 |
386-5 |
390-0 |
|
| S3 |
381-1 |
383-3 |
389-4 |
|
| S4 |
375-5 |
377-7 |
388-0 |
|
|
| 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 |
390-0 |
27-0 |
6.9% |
6-5 |
1.7% |
4% |
False |
True |
12,163 |
| 10 |
417-0 |
390-0 |
27-0 |
6.9% |
8-6 |
2.2% |
4% |
False |
True |
12,359 |
| 20 |
450-0 |
390-0 |
60-0 |
15.3% |
10-6 |
2.8% |
2% |
False |
True |
9,699 |
| 40 |
581-6 |
390-0 |
191-6 |
49.0% |
11-4 |
2.9% |
1% |
False |
True |
8,144 |
| 60 |
629-0 |
390-0 |
239-0 |
61.1% |
11-5 |
3.0% |
0% |
False |
True |
7,136 |
| 80 |
654-0 |
390-0 |
264-0 |
67.5% |
12-3 |
3.2% |
0% |
False |
True |
6,312 |
| 100 |
807-0 |
390-0 |
417-0 |
106.6% |
12-6 |
3.3% |
0% |
False |
True |
5,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
418-7 |
|
2.618 |
409-7 |
|
1.618 |
404-3 |
|
1.000 |
401-0 |
|
0.618 |
398-7 |
|
HIGH |
395-4 |
|
0.618 |
393-3 |
|
0.500 |
392-6 |
|
0.382 |
392-1 |
|
LOW |
390-0 |
|
0.618 |
386-5 |
|
1.000 |
384-4 |
|
1.618 |
381-1 |
|
2.618 |
375-5 |
|
4.250 |
366-5 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
392-6 |
402-0 |
| PP |
392-1 |
398-3 |
| S1 |
391-5 |
394-5 |
|