CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
538-0 |
529-4 |
-8-4 |
-1.6% |
573-4 |
High |
542-0 |
530-4 |
-11-4 |
-2.1% |
590-4 |
Low |
531-0 |
505-0 |
-26-0 |
-4.9% |
557-2 |
Close |
531-0 |
506-4 |
-24-4 |
-4.6% |
561-0 |
Range |
11-0 |
25-4 |
14-4 |
131.8% |
33-2 |
ATR |
20-2 |
20-5 |
0-3 |
2.0% |
0-0 |
Volume |
15,608 |
20,742 |
5,134 |
32.9% |
125,555 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
590-4 |
574-0 |
520-4 |
|
R3 |
565-0 |
548-4 |
513-4 |
|
R2 |
539-4 |
539-4 |
511-1 |
|
R1 |
523-0 |
523-0 |
508-7 |
518-4 |
PP |
514-0 |
514-0 |
514-0 |
511-6 |
S1 |
497-4 |
497-4 |
504-1 |
493-0 |
S2 |
488-4 |
488-4 |
501-7 |
|
S3 |
463-0 |
472-0 |
499-4 |
|
S4 |
437-4 |
446-4 |
492-4 |
|
|
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 |
505-0 |
85-4 |
16.9% |
15-0 |
3.0% |
2% |
False |
True |
20,096 |
10 |
590-4 |
505-0 |
85-4 |
16.9% |
16-7 |
3.3% |
2% |
False |
True |
33,742 |
20 |
593-0 |
505-0 |
88-0 |
17.4% |
15-2 |
3.0% |
2% |
False |
True |
28,159 |
40 |
643-0 |
505-0 |
138-0 |
27.2% |
16-2 |
3.2% |
1% |
False |
True |
21,873 |
60 |
745-0 |
505-0 |
240-0 |
47.4% |
17-3 |
3.4% |
1% |
False |
True |
19,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
638-7 |
2.618 |
597-2 |
1.618 |
571-6 |
1.000 |
556-0 |
0.618 |
546-2 |
HIGH |
530-4 |
0.618 |
520-6 |
0.500 |
517-6 |
0.382 |
514-6 |
LOW |
505-0 |
0.618 |
489-2 |
1.000 |
479-4 |
1.618 |
463-6 |
2.618 |
438-2 |
4.250 |
396-5 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
517-6 |
537-6 |
PP |
514-0 |
527-3 |
S1 |
510-2 |
516-7 |
|