CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 29-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
570-0 |
538-0 |
-32-0 |
-5.6% |
573-4 |
High |
570-4 |
542-0 |
-28-4 |
-5.0% |
590-4 |
Low |
557-2 |
531-0 |
-26-2 |
-4.7% |
557-2 |
Close |
561-0 |
531-0 |
-30-0 |
-5.3% |
561-0 |
Range |
13-2 |
11-0 |
-2-2 |
-17.0% |
33-2 |
ATR |
19-4 |
20-2 |
0-6 |
3.8% |
0-0 |
Volume |
18,983 |
15,608 |
-3,375 |
-17.8% |
125,555 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
567-5 |
560-3 |
537-0 |
|
R3 |
556-5 |
549-3 |
534-0 |
|
R2 |
545-5 |
545-5 |
533-0 |
|
R1 |
538-3 |
538-3 |
532-0 |
536-4 |
PP |
534-5 |
534-5 |
534-5 |
533-6 |
S1 |
527-3 |
527-3 |
530-0 |
525-4 |
S2 |
523-5 |
523-5 |
529-0 |
|
S3 |
512-5 |
516-3 |
528-0 |
|
S4 |
501-5 |
505-3 |
525-0 |
|
|
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 |
531-0 |
59-4 |
11.2% |
11-7 |
2.2% |
0% |
False |
True |
22,664 |
10 |
590-4 |
531-0 |
59-4 |
11.2% |
16-6 |
3.1% |
0% |
False |
True |
35,489 |
20 |
593-0 |
531-0 |
62-0 |
11.7% |
14-6 |
2.8% |
0% |
False |
True |
28,320 |
40 |
643-0 |
526-0 |
117-0 |
22.0% |
16-1 |
3.0% |
4% |
False |
False |
21,759 |
60 |
764-0 |
526-0 |
238-0 |
44.8% |
17-0 |
3.2% |
2% |
False |
False |
18,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
588-6 |
2.618 |
570-6 |
1.618 |
559-6 |
1.000 |
553-0 |
0.618 |
548-6 |
HIGH |
542-0 |
0.618 |
537-6 |
0.500 |
536-4 |
0.382 |
535-2 |
LOW |
531-0 |
0.618 |
524-2 |
1.000 |
520-0 |
1.618 |
513-2 |
2.618 |
502-2 |
4.250 |
484-2 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
536-4 |
556-6 |
PP |
534-5 |
548-1 |
S1 |
532-7 |
539-5 |
|