CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
410-4 |
428-4 |
18-0 |
4.4% |
391-0 |
| High |
423-0 |
431-0 |
8-0 |
1.9% |
423-0 |
| Low |
410-4 |
402-0 |
-8-4 |
-2.1% |
388-4 |
| Close |
422-4 |
404-0 |
-18-4 |
-4.4% |
422-4 |
| Range |
12-4 |
29-0 |
16-4 |
132.0% |
34-4 |
| ATR |
14-5 |
15-5 |
1-0 |
7.0% |
0-0 |
| Volume |
5,466 |
8,209 |
2,743 |
50.2% |
60,743 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
499-3 |
480-5 |
420-0 |
|
| R3 |
470-3 |
451-5 |
412-0 |
|
| R2 |
441-3 |
441-3 |
409-3 |
|
| R1 |
422-5 |
422-5 |
406-5 |
417-4 |
| PP |
412-3 |
412-3 |
412-3 |
409-6 |
| S1 |
393-5 |
393-5 |
401-3 |
388-4 |
| S2 |
383-3 |
383-3 |
398-5 |
|
| S3 |
354-3 |
364-5 |
396-0 |
|
| S4 |
325-3 |
335-5 |
388-0 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
514-7 |
503-1 |
441-4 |
|
| R3 |
480-3 |
468-5 |
432-0 |
|
| R2 |
445-7 |
445-7 |
428-7 |
|
| R1 |
434-1 |
434-1 |
425-5 |
440-0 |
| PP |
411-3 |
411-3 |
411-3 |
414-2 |
| S1 |
399-5 |
399-5 |
419-3 |
405-4 |
| S2 |
376-7 |
376-7 |
416-1 |
|
| S3 |
342-3 |
365-1 |
413-0 |
|
| S4 |
307-7 |
330-5 |
403-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
431-0 |
388-4 |
42-4 |
10.5% |
12-7 |
3.2% |
36% |
True |
False |
13,790 |
| 10 |
431-0 |
385-0 |
46-0 |
11.4% |
14-0 |
3.5% |
41% |
True |
False |
16,703 |
| 20 |
431-0 |
316-0 |
115-0 |
28.5% |
13-4 |
3.3% |
77% |
True |
False |
18,599 |
| 40 |
449-6 |
316-0 |
133-6 |
33.1% |
11-3 |
2.8% |
66% |
False |
False |
14,667 |
| 60 |
498-0 |
316-0 |
182-0 |
45.0% |
11-7 |
2.9% |
48% |
False |
False |
12,075 |
| 80 |
603-0 |
316-0 |
287-0 |
71.0% |
12-0 |
3.0% |
31% |
False |
False |
10,487 |
| 100 |
654-0 |
316-0 |
338-0 |
83.7% |
12-1 |
3.0% |
26% |
False |
False |
9,078 |
| 120 |
739-0 |
316-0 |
423-0 |
104.7% |
12-5 |
3.1% |
21% |
False |
False |
8,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
554-2 |
|
2.618 |
506-7 |
|
1.618 |
477-7 |
|
1.000 |
460-0 |
|
0.618 |
448-7 |
|
HIGH |
431-0 |
|
0.618 |
419-7 |
|
0.500 |
416-4 |
|
0.382 |
413-1 |
|
LOW |
402-0 |
|
0.618 |
384-1 |
|
1.000 |
373-0 |
|
1.618 |
355-1 |
|
2.618 |
326-1 |
|
4.250 |
278-6 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
416-4 |
416-4 |
| PP |
412-3 |
412-3 |
| S1 |
408-1 |
408-1 |
|