CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
589-4 |
575-4 |
-14-0 |
-2.4% |
567-0 |
High |
590-4 |
582-4 |
-8-0 |
-1.4% |
593-0 |
Low |
573-4 |
574-4 |
1-0 |
0.2% |
541-0 |
Close |
580-4 |
576-0 |
-4-4 |
-0.8% |
559-0 |
Range |
17-0 |
8-0 |
-9-0 |
-52.9% |
52-0 |
ATR |
20-4 |
19-5 |
-0-7 |
-4.4% |
0-0 |
Volume |
28,775 |
16,376 |
-12,399 |
-43.1% |
237,569 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
601-5 |
596-7 |
580-3 |
|
R3 |
593-5 |
588-7 |
578-2 |
|
R2 |
585-5 |
585-5 |
577-4 |
|
R1 |
580-7 |
580-7 |
576-6 |
583-2 |
PP |
577-5 |
577-5 |
577-5 |
578-7 |
S1 |
572-7 |
572-7 |
575-2 |
575-2 |
S2 |
569-5 |
569-5 |
574-4 |
|
S3 |
561-5 |
564-7 |
573-6 |
|
S4 |
553-5 |
556-7 |
571-5 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
720-3 |
691-5 |
587-5 |
|
R3 |
668-3 |
639-5 |
573-2 |
|
R2 |
616-3 |
616-3 |
568-4 |
|
R1 |
587-5 |
587-5 |
563-6 |
576-0 |
PP |
564-3 |
564-3 |
564-3 |
558-4 |
S1 |
535-5 |
535-5 |
554-2 |
524-0 |
S2 |
512-3 |
512-3 |
549-4 |
|
S3 |
460-3 |
483-5 |
544-6 |
|
S4 |
408-3 |
431-5 |
530-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
590-4 |
552-0 |
38-4 |
6.7% |
11-2 |
2.0% |
62% |
False |
False |
35,651 |
10 |
593-0 |
541-0 |
52-0 |
9.0% |
18-2 |
3.2% |
67% |
False |
False |
35,998 |
20 |
618-0 |
541-0 |
77-0 |
13.4% |
14-6 |
2.6% |
45% |
False |
False |
28,381 |
40 |
643-0 |
526-0 |
117-0 |
20.3% |
16-4 |
2.9% |
43% |
False |
False |
21,493 |
60 |
799-0 |
526-0 |
273-0 |
47.4% |
17-3 |
3.0% |
18% |
False |
False |
18,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
616-4 |
2.618 |
603-4 |
1.618 |
595-4 |
1.000 |
590-4 |
0.618 |
587-4 |
HIGH |
582-4 |
0.618 |
579-4 |
0.500 |
578-4 |
0.382 |
577-4 |
LOW |
574-4 |
0.618 |
569-4 |
1.000 |
566-4 |
1.618 |
561-4 |
2.618 |
553-4 |
4.250 |
540-4 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
578-4 |
579-6 |
PP |
577-5 |
578-4 |
S1 |
576-7 |
577-2 |
|