CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 02-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
511-4 |
494-0 |
-17-4 |
-3.4% |
573-4 |
High |
515-0 |
497-0 |
-18-0 |
-3.5% |
590-4 |
Low |
502-4 |
473-0 |
-29-4 |
-5.9% |
557-2 |
Close |
503-0 |
473-0 |
-30-0 |
-6.0% |
561-0 |
Range |
12-4 |
24-0 |
11-4 |
92.0% |
33-2 |
ATR |
20-1 |
20-6 |
0-6 |
3.5% |
0-0 |
Volume |
47,381 |
28,061 |
-19,320 |
-40.8% |
125,555 |
|
Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
553-0 |
537-0 |
486-2 |
|
R3 |
529-0 |
513-0 |
479-5 |
|
R2 |
505-0 |
505-0 |
477-3 |
|
R1 |
489-0 |
489-0 |
475-2 |
485-0 |
PP |
481-0 |
481-0 |
481-0 |
479-0 |
S1 |
465-0 |
465-0 |
470-6 |
461-0 |
S2 |
457-0 |
457-0 |
468-5 |
|
S3 |
433-0 |
441-0 |
466-3 |
|
S4 |
409-0 |
417-0 |
459-6 |
|
|
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 |
570-4 |
473-0 |
97-4 |
20.6% |
17-2 |
3.6% |
0% |
False |
True |
26,155 |
10 |
590-4 |
473-0 |
117-4 |
24.8% |
14-2 |
3.0% |
0% |
False |
True |
30,903 |
20 |
593-0 |
473-0 |
120-0 |
25.4% |
16-0 |
3.4% |
0% |
False |
True |
30,127 |
40 |
643-0 |
473-0 |
170-0 |
35.9% |
15-7 |
3.4% |
0% |
False |
True |
22,955 |
60 |
730-0 |
473-0 |
257-0 |
54.3% |
17-3 |
3.7% |
0% |
False |
True |
20,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
599-0 |
2.618 |
559-7 |
1.618 |
535-7 |
1.000 |
521-0 |
0.618 |
511-7 |
HIGH |
497-0 |
0.618 |
487-7 |
0.500 |
485-0 |
0.382 |
482-1 |
LOW |
473-0 |
0.618 |
458-1 |
1.000 |
449-0 |
1.618 |
434-1 |
2.618 |
410-1 |
4.250 |
371-0 |
|
|
Fisher Pivots for day following 02-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
485-0 |
501-6 |
PP |
481-0 |
492-1 |
S1 |
477-0 |
482-5 |
|