CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
575-4 |
570-0 |
-5-4 |
-1.0% |
573-4 |
High |
582-4 |
570-4 |
-12-0 |
-2.1% |
590-4 |
Low |
574-4 |
557-2 |
-17-2 |
-3.0% |
557-2 |
Close |
576-0 |
561-0 |
-15-0 |
-2.6% |
561-0 |
Range |
8-0 |
13-2 |
5-2 |
65.6% |
33-2 |
ATR |
19-5 |
19-4 |
0-0 |
-0.3% |
0-0 |
Volume |
16,376 |
18,983 |
2,607 |
15.9% |
125,555 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
602-5 |
595-1 |
568-2 |
|
R3 |
589-3 |
581-7 |
564-5 |
|
R2 |
576-1 |
576-1 |
563-3 |
|
R1 |
568-5 |
568-5 |
562-2 |
565-6 |
PP |
562-7 |
562-7 |
562-7 |
561-4 |
S1 |
555-3 |
555-3 |
559-6 |
552-4 |
S2 |
549-5 |
549-5 |
558-5 |
|
S3 |
536-3 |
542-1 |
557-3 |
|
S4 |
523-1 |
528-7 |
553-6 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669-3 |
648-3 |
579-2 |
|
R3 |
636-1 |
615-1 |
570-1 |
|
R2 |
602-7 |
602-7 |
567-1 |
|
R1 |
581-7 |
581-7 |
564-0 |
575-6 |
PP |
569-5 |
569-5 |
569-5 |
566-4 |
S1 |
548-5 |
548-5 |
558-0 |
542-4 |
S2 |
536-3 |
536-3 |
554-7 |
|
S3 |
503-1 |
515-3 |
551-7 |
|
S4 |
469-7 |
482-1 |
542-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
590-4 |
557-2 |
33-2 |
5.9% |
11-3 |
2.0% |
11% |
False |
True |
25,111 |
10 |
593-0 |
541-0 |
52-0 |
9.3% |
18-2 |
3.2% |
38% |
False |
False |
36,312 |
20 |
618-0 |
541-0 |
77-0 |
13.7% |
15-0 |
2.7% |
26% |
False |
False |
28,321 |
40 |
643-0 |
526-0 |
117-0 |
20.9% |
16-4 |
3.0% |
30% |
False |
False |
21,718 |
60 |
799-0 |
526-0 |
273-0 |
48.7% |
17-0 |
3.0% |
13% |
False |
False |
18,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
626-6 |
2.618 |
605-2 |
1.618 |
592-0 |
1.000 |
583-6 |
0.618 |
578-6 |
HIGH |
570-4 |
0.618 |
565-4 |
0.500 |
563-7 |
0.382 |
562-2 |
LOW |
557-2 |
0.618 |
549-0 |
1.000 |
544-0 |
1.618 |
535-6 |
2.618 |
522-4 |
4.250 |
501-0 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
563-7 |
573-7 |
PP |
562-7 |
569-5 |
S1 |
562-0 |
565-2 |
|