CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
331-6 |
337-2 |
5-4 |
1.7% |
367-2 |
| High |
333-4 |
343-0 |
9-4 |
2.8% |
367-4 |
| Low |
316-0 |
336-0 |
20-0 |
6.3% |
316-0 |
| Close |
319-2 |
340-4 |
21-2 |
6.7% |
319-2 |
| Range |
17-4 |
7-0 |
-10-4 |
-60.0% |
51-4 |
| ATR |
14-3 |
15-0 |
0-5 |
4.7% |
0-0 |
| Volume |
11,797 |
63,066 |
51,269 |
434.6% |
74,466 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
360-7 |
357-5 |
344-3 |
|
| R3 |
353-7 |
350-5 |
342-3 |
|
| R2 |
346-7 |
346-7 |
341-6 |
|
| R1 |
343-5 |
343-5 |
341-1 |
345-2 |
| PP |
339-7 |
339-7 |
339-7 |
340-5 |
| S1 |
336-5 |
336-5 |
339-7 |
338-2 |
| S2 |
332-7 |
332-7 |
339-2 |
|
| S3 |
325-7 |
329-5 |
338-5 |
|
| S4 |
318-7 |
322-5 |
336-5 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
488-6 |
455-4 |
347-5 |
|
| R3 |
437-2 |
404-0 |
333-3 |
|
| R2 |
385-6 |
385-6 |
328-6 |
|
| R1 |
352-4 |
352-4 |
324-0 |
343-3 |
| PP |
334-2 |
334-2 |
334-2 |
329-6 |
| S1 |
301-0 |
301-0 |
314-4 |
291-7 |
| S2 |
282-6 |
282-6 |
309-6 |
|
| S3 |
231-2 |
249-4 |
305-1 |
|
| S4 |
179-6 |
198-0 |
290-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
364-6 |
316-0 |
48-6 |
14.3% |
10-0 |
2.9% |
50% |
False |
False |
26,562 |
| 10 |
386-4 |
316-0 |
70-4 |
20.7% |
8-4 |
2.5% |
35% |
False |
False |
17,834 |
| 20 |
417-0 |
316-0 |
101-0 |
29.7% |
9-3 |
2.7% |
24% |
False |
False |
14,849 |
| 40 |
450-4 |
316-0 |
134-4 |
39.5% |
11-0 |
3.2% |
18% |
False |
False |
11,058 |
| 60 |
603-0 |
316-0 |
287-0 |
84.3% |
11-5 |
3.4% |
9% |
False |
False |
9,663 |
| 80 |
654-0 |
316-0 |
338-0 |
99.3% |
11-3 |
3.3% |
7% |
False |
False |
7,984 |
| 100 |
685-0 |
316-0 |
369-0 |
108.4% |
12-3 |
3.6% |
7% |
False |
False |
7,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
372-6 |
|
2.618 |
361-3 |
|
1.618 |
354-3 |
|
1.000 |
350-0 |
|
0.618 |
347-3 |
|
HIGH |
343-0 |
|
0.618 |
340-3 |
|
0.500 |
339-4 |
|
0.382 |
338-5 |
|
LOW |
336-0 |
|
0.618 |
331-5 |
|
1.000 |
329-0 |
|
1.618 |
324-5 |
|
2.618 |
317-5 |
|
4.250 |
306-2 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
340-1 |
339-2 |
| PP |
339-7 |
338-1 |
| S1 |
339-4 |
336-7 |
|