CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 01-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
529-4 |
511-4 |
-18-0 |
-3.4% |
573-4 |
High |
530-4 |
515-0 |
-15-4 |
-2.9% |
590-4 |
Low |
505-0 |
502-4 |
-2-4 |
-0.5% |
557-2 |
Close |
506-4 |
503-0 |
-3-4 |
-0.7% |
561-0 |
Range |
25-4 |
12-4 |
-13-0 |
-51.0% |
33-2 |
ATR |
20-5 |
20-1 |
-0-5 |
-2.8% |
0-0 |
Volume |
20,742 |
47,381 |
26,639 |
128.4% |
125,555 |
|
Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
544-3 |
536-1 |
509-7 |
|
R3 |
531-7 |
523-5 |
506-4 |
|
R2 |
519-3 |
519-3 |
505-2 |
|
R1 |
511-1 |
511-1 |
504-1 |
509-0 |
PP |
506-7 |
506-7 |
506-7 |
505-6 |
S1 |
498-5 |
498-5 |
501-7 |
496-4 |
S2 |
494-3 |
494-3 |
500-6 |
|
S3 |
481-7 |
486-1 |
499-4 |
|
S4 |
469-3 |
473-5 |
496-1 |
|
|
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 |
582-4 |
502-4 |
80-0 |
15.9% |
14-0 |
2.8% |
1% |
False |
True |
23,818 |
10 |
590-4 |
502-4 |
88-0 |
17.5% |
15-1 |
3.0% |
1% |
False |
True |
33,524 |
20 |
593-0 |
502-4 |
90-4 |
18.0% |
15-2 |
3.0% |
1% |
False |
True |
29,698 |
40 |
643-0 |
502-4 |
140-4 |
27.9% |
15-7 |
3.2% |
0% |
False |
True |
22,682 |
60 |
732-4 |
502-4 |
230-0 |
45.7% |
17-1 |
3.4% |
0% |
False |
True |
19,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
568-1 |
2.618 |
547-6 |
1.618 |
535-2 |
1.000 |
527-4 |
0.618 |
522-6 |
HIGH |
515-0 |
0.618 |
510-2 |
0.500 |
508-6 |
0.382 |
507-2 |
LOW |
502-4 |
0.618 |
494-6 |
1.000 |
490-0 |
1.618 |
482-2 |
2.618 |
469-6 |
4.250 |
449-3 |
|
|
Fisher Pivots for day following 01-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
508-6 |
522-2 |
PP |
506-7 |
515-7 |
S1 |
504-7 |
509-3 |
|