CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
391-0 |
392-0 |
1-0 |
0.3% |
399-0 |
| High |
392-4 |
404-4 |
12-0 |
3.1% |
413-0 |
| Low |
388-4 |
391-0 |
2-4 |
0.6% |
385-0 |
| Close |
392-0 |
405-0 |
13-0 |
3.3% |
391-0 |
| Range |
4-0 |
13-4 |
9-4 |
237.5% |
28-0 |
| ATR |
15-4 |
15-3 |
-0-1 |
-0.9% |
0-0 |
| Volume |
23,396 |
23,515 |
119 |
0.5% |
98,087 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
440-5 |
436-3 |
412-3 |
|
| R3 |
427-1 |
422-7 |
408-6 |
|
| R2 |
413-5 |
413-5 |
407-4 |
|
| R1 |
409-3 |
409-3 |
406-2 |
411-4 |
| PP |
400-1 |
400-1 |
400-1 |
401-2 |
| S1 |
395-7 |
395-7 |
403-6 |
398-0 |
| S2 |
386-5 |
386-5 |
402-4 |
|
| S3 |
373-1 |
382-3 |
401-2 |
|
| S4 |
359-5 |
368-7 |
397-5 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
480-3 |
463-5 |
406-3 |
|
| R3 |
452-3 |
435-5 |
398-6 |
|
| R2 |
424-3 |
424-3 |
396-1 |
|
| R1 |
407-5 |
407-5 |
393-5 |
402-0 |
| PP |
396-3 |
396-3 |
396-3 |
393-4 |
| S1 |
379-5 |
379-5 |
388-3 |
374-0 |
| S2 |
368-3 |
368-3 |
385-7 |
|
| S3 |
340-3 |
351-5 |
383-2 |
|
| S4 |
312-3 |
323-5 |
375-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
413-0 |
386-0 |
27-0 |
6.7% |
10-6 |
2.7% |
70% |
False |
False |
19,630 |
| 10 |
413-0 |
344-2 |
68-6 |
17.0% |
15-4 |
3.8% |
88% |
False |
False |
18,444 |
| 20 |
413-0 |
316-0 |
97-0 |
24.0% |
12-0 |
3.0% |
92% |
False |
False |
18,969 |
| 40 |
450-0 |
316-0 |
134-0 |
33.1% |
11-3 |
2.8% |
66% |
False |
False |
14,610 |
| 60 |
541-4 |
316-0 |
225-4 |
55.7% |
11-6 |
2.9% |
39% |
False |
False |
12,031 |
| 80 |
603-0 |
316-0 |
287-0 |
70.9% |
11-7 |
2.9% |
31% |
False |
False |
10,343 |
| 100 |
654-0 |
316-0 |
338-0 |
83.5% |
12-3 |
3.0% |
26% |
False |
False |
8,972 |
| 120 |
773-4 |
316-0 |
457-4 |
113.0% |
12-4 |
3.1% |
19% |
False |
False |
8,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
461-7 |
|
2.618 |
439-7 |
|
1.618 |
426-3 |
|
1.000 |
418-0 |
|
0.618 |
412-7 |
|
HIGH |
404-4 |
|
0.618 |
399-3 |
|
0.500 |
397-6 |
|
0.382 |
396-1 |
|
LOW |
391-0 |
|
0.618 |
382-5 |
|
1.000 |
377-4 |
|
1.618 |
369-1 |
|
2.618 |
355-5 |
|
4.250 |
333-5 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
402-5 |
401-6 |
| PP |
400-1 |
398-4 |
| S1 |
397-6 |
395-2 |
|