CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 16-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
399-0 |
388-0 |
-11-0 |
-2.8% |
337-2 |
High |
403-0 |
409-0 |
6-0 |
1.5% |
388-0 |
Low |
385-0 |
388-0 |
3-0 |
0.8% |
336-0 |
Close |
386-4 |
405-2 |
18-6 |
4.9% |
384-6 |
Range |
18-0 |
21-0 |
3-0 |
16.7% |
52-0 |
ATR |
16-4 |
16-7 |
0-3 |
2.6% |
0-0 |
Volume |
35,112 |
11,736 |
-23,376 |
-66.6% |
130,486 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463-6 |
455-4 |
416-6 |
|
R3 |
442-6 |
434-4 |
411-0 |
|
R2 |
421-6 |
421-6 |
409-1 |
|
R1 |
413-4 |
413-4 |
407-1 |
417-5 |
PP |
400-6 |
400-6 |
400-6 |
402-6 |
S1 |
392-4 |
392-4 |
403-3 |
396-5 |
S2 |
379-6 |
379-6 |
401-3 |
|
S3 |
358-6 |
371-4 |
399-4 |
|
S4 |
337-6 |
350-4 |
393-6 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
525-5 |
507-1 |
413-3 |
|
R3 |
473-5 |
455-1 |
399-0 |
|
R2 |
421-5 |
421-5 |
394-2 |
|
R1 |
403-1 |
403-1 |
389-4 |
412-3 |
PP |
369-5 |
369-5 |
369-5 |
374-2 |
S1 |
351-1 |
351-1 |
380-0 |
360-3 |
S2 |
317-5 |
317-5 |
375-2 |
|
S3 |
265-5 |
299-1 |
370-4 |
|
S4 |
213-5 |
247-1 |
356-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
409-0 |
344-2 |
64-6 |
16.0% |
20-1 |
5.0% |
94% |
True |
False |
17,258 |
10 |
409-0 |
316-0 |
93-0 |
22.9% |
15-5 |
3.8% |
96% |
True |
False |
23,393 |
20 |
414-0 |
316-0 |
98-0 |
24.2% |
11-7 |
2.9% |
91% |
False |
False |
16,997 |
40 |
450-0 |
316-0 |
134-0 |
33.1% |
11-4 |
2.8% |
67% |
False |
False |
13,057 |
60 |
600-0 |
316-0 |
284-0 |
70.1% |
11-6 |
2.9% |
31% |
False |
False |
10,722 |
80 |
654-0 |
316-0 |
338-0 |
83.4% |
11-7 |
2.9% |
26% |
False |
False |
9,241 |
100 |
654-0 |
316-0 |
338-0 |
83.4% |
12-3 |
3.1% |
26% |
False |
False |
8,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
498-2 |
2.618 |
464-0 |
1.618 |
443-0 |
1.000 |
430-0 |
0.618 |
422-0 |
HIGH |
409-0 |
0.618 |
401-0 |
0.500 |
398-4 |
0.382 |
396-0 |
LOW |
388-0 |
0.618 |
375-0 |
1.000 |
367-0 |
1.618 |
354-0 |
2.618 |
333-0 |
4.250 |
298-6 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
403-0 |
397-0 |
PP |
400-6 |
388-6 |
S1 |
398-4 |
380-4 |
|