CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
571-0 |
567-0 |
-4-0 |
-0.7% |
570-0 |
| High |
582-2 |
593-0 |
10-6 |
1.8% |
582-2 |
| Low |
568-0 |
567-0 |
-1-0 |
-0.2% |
550-4 |
| Close |
582-0 |
580-2 |
-1-6 |
-0.3% |
582-0 |
| Range |
14-2 |
26-0 |
11-6 |
82.5% |
31-6 |
| ATR |
18-6 |
19-2 |
0-4 |
2.8% |
0-0 |
| Volume |
15,840 |
23,838 |
7,998 |
50.5% |
111,226 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
658-1 |
645-1 |
594-4 |
|
| R3 |
632-1 |
619-1 |
587-3 |
|
| R2 |
606-1 |
606-1 |
585-0 |
|
| R1 |
593-1 |
593-1 |
582-5 |
599-5 |
| PP |
580-1 |
580-1 |
580-1 |
583-2 |
| S1 |
567-1 |
567-1 |
577-7 |
573-5 |
| S2 |
554-1 |
554-1 |
575-4 |
|
| S3 |
528-1 |
541-1 |
573-1 |
|
| S4 |
502-1 |
515-1 |
566-0 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-7 |
656-1 |
599-4 |
|
| R3 |
635-1 |
624-3 |
590-6 |
|
| R2 |
603-3 |
603-3 |
587-7 |
|
| R1 |
592-5 |
592-5 |
584-7 |
598-0 |
| PP |
571-5 |
571-5 |
571-5 |
574-2 |
| S1 |
560-7 |
560-7 |
579-1 |
566-2 |
| S2 |
539-7 |
539-7 |
576-1 |
|
| S3 |
508-1 |
529-1 |
573-2 |
|
| S4 |
476-3 |
497-3 |
564-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
703-4 |
|
2.618 |
661-1 |
|
1.618 |
635-1 |
|
1.000 |
619-0 |
|
0.618 |
609-1 |
|
HIGH |
593-0 |
|
0.618 |
583-1 |
|
0.500 |
580-0 |
|
0.382 |
576-7 |
|
LOW |
567-0 |
|
0.618 |
550-7 |
|
1.000 |
541-0 |
|
1.618 |
524-7 |
|
2.618 |
498-7 |
|
4.250 |
456-4 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
580-1 |
577-4 |
| PP |
580-1 |
574-6 |
| S1 |
580-0 |
572-0 |
|