CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
376-0 |
379-2 |
3-2 |
0.9% |
410-2 |
High |
386-4 |
382-0 |
-4-4 |
-1.2% |
417-0 |
Low |
376-0 |
375-2 |
-0-6 |
-0.2% |
365-6 |
Close |
382-2 |
381-6 |
-0-4 |
-0.1% |
365-4 |
Range |
10-4 |
6-6 |
-3-6 |
-35.7% |
51-2 |
ATR |
15-6 |
15-1 |
-0-5 |
-4.0% |
0-0 |
Volume |
11,377 |
9,100 |
-2,277 |
-20.0% |
59,426 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
399-7 |
397-5 |
385-4 |
|
R3 |
393-1 |
390-7 |
383-5 |
|
R2 |
386-3 |
386-3 |
383-0 |
|
R1 |
384-1 |
384-1 |
382-3 |
385-2 |
PP |
379-5 |
379-5 |
379-5 |
380-2 |
S1 |
377-3 |
377-3 |
381-1 |
378-4 |
S2 |
372-7 |
372-7 |
380-4 |
|
S3 |
366-1 |
370-5 |
379-7 |
|
S4 |
359-3 |
363-7 |
378-0 |
|
|
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 |
412-0 |
365-6 |
46-2 |
12.1% |
10-4 |
2.8% |
35% |
False |
False |
11,899 |
10 |
417-0 |
365-6 |
51-2 |
13.4% |
9-5 |
2.5% |
31% |
False |
False |
12,049 |
20 |
450-0 |
365-6 |
84-2 |
22.1% |
10-2 |
2.7% |
19% |
False |
False |
10,343 |
40 |
526-2 |
365-6 |
160-4 |
42.0% |
11-3 |
3.0% |
10% |
False |
False |
8,672 |
60 |
603-0 |
365-6 |
237-2 |
62.1% |
11-5 |
3.1% |
7% |
False |
False |
7,571 |
80 |
654-0 |
365-6 |
288-2 |
75.5% |
12-2 |
3.2% |
6% |
False |
False |
6,561 |
100 |
751-0 |
365-6 |
385-2 |
100.9% |
12-5 |
3.3% |
4% |
False |
False |
5,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410-6 |
2.618 |
399-5 |
1.618 |
392-7 |
1.000 |
388-6 |
0.618 |
386-1 |
HIGH |
382-0 |
0.618 |
379-3 |
0.500 |
378-5 |
0.382 |
377-7 |
LOW |
375-2 |
0.618 |
371-1 |
1.000 |
368-4 |
1.618 |
364-3 |
2.618 |
357-5 |
4.250 |
346-4 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
380-6 |
380-0 |
PP |
379-5 |
378-1 |
S1 |
378-5 |
376-3 |
|