CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
393-4 |
386-4 |
-7-0 |
-1.8% |
410-2 |
| High |
395-4 |
387-0 |
-8-4 |
-2.1% |
417-0 |
| Low |
390-0 |
365-6 |
-24-2 |
-6.2% |
365-6 |
| Close |
391-0 |
365-4 |
-25-4 |
-6.5% |
365-4 |
| Range |
5-4 |
21-2 |
15-6 |
286.4% |
51-2 |
| ATR |
14-5 |
15-3 |
0-6 |
5.2% |
0-0 |
| Volume |
16,944 |
12,975 |
-3,969 |
-23.4% |
59,426 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
436-4 |
422-2 |
377-2 |
|
| R3 |
415-2 |
401-0 |
371-3 |
|
| R2 |
394-0 |
394-0 |
369-3 |
|
| R1 |
379-6 |
379-6 |
367-4 |
376-2 |
| PP |
372-6 |
372-6 |
372-6 |
371-0 |
| S1 |
358-4 |
358-4 |
363-4 |
355-0 |
| S2 |
351-4 |
351-4 |
361-5 |
|
| S3 |
330-2 |
337-2 |
359-5 |
|
| S4 |
309-0 |
316-0 |
353-6 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
536-4 |
502-2 |
393-6 |
|
| R3 |
485-2 |
451-0 |
379-5 |
|
| R2 |
434-0 |
434-0 |
374-7 |
|
| R1 |
399-6 |
399-6 |
370-2 |
391-2 |
| PP |
382-6 |
382-6 |
382-6 |
378-4 |
| S1 |
348-4 |
348-4 |
360-6 |
340-0 |
| S2 |
331-4 |
331-4 |
356-1 |
|
| S3 |
280-2 |
297-2 |
351-3 |
|
| S4 |
229-0 |
246-0 |
337-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
417-0 |
365-6 |
51-2 |
14.0% |
9-5 |
2.6% |
0% |
False |
True |
11,885 |
| 10 |
417-0 |
365-6 |
51-2 |
14.0% |
10-1 |
2.8% |
0% |
False |
True |
11,864 |
| 20 |
450-0 |
365-6 |
84-2 |
23.1% |
11-0 |
3.0% |
0% |
False |
True |
10,022 |
| 40 |
550-4 |
365-6 |
184-6 |
50.5% |
11-5 |
3.2% |
0% |
False |
True |
8,395 |
| 60 |
629-0 |
365-6 |
263-2 |
72.0% |
11-7 |
3.2% |
0% |
False |
True |
7,317 |
| 80 |
654-0 |
365-6 |
288-2 |
78.9% |
12-4 |
3.4% |
0% |
False |
True |
6,417 |
| 100 |
807-0 |
365-6 |
441-2 |
120.7% |
12-5 |
3.5% |
0% |
False |
True |
5,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
477-2 |
|
2.618 |
442-5 |
|
1.618 |
421-3 |
|
1.000 |
408-2 |
|
0.618 |
400-1 |
|
HIGH |
387-0 |
|
0.618 |
378-7 |
|
0.500 |
376-3 |
|
0.382 |
373-7 |
|
LOW |
365-6 |
|
0.618 |
352-5 |
|
1.000 |
344-4 |
|
1.618 |
331-3 |
|
2.618 |
310-1 |
|
4.250 |
275-4 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
376-3 |
388-7 |
| PP |
372-6 |
381-1 |
| S1 |
369-1 |
373-2 |
|