CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 03-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
494-0 |
477-0 |
-17-0 |
-3.4% |
538-0 |
High |
497-0 |
487-0 |
-10-0 |
-2.0% |
542-0 |
Low |
473-0 |
471-4 |
-1-4 |
-0.3% |
471-4 |
Close |
473-0 |
472-4 |
-0-4 |
-0.1% |
472-4 |
Range |
24-0 |
15-4 |
-8-4 |
-35.4% |
70-4 |
ATR |
20-6 |
20-3 |
-0-3 |
-1.8% |
0-0 |
Volume |
28,061 |
27,962 |
-99 |
-0.4% |
139,754 |
|
Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
523-4 |
513-4 |
481-0 |
|
R3 |
508-0 |
498-0 |
476-6 |
|
R2 |
492-4 |
492-4 |
475-3 |
|
R1 |
482-4 |
482-4 |
473-7 |
479-6 |
PP |
477-0 |
477-0 |
477-0 |
475-5 |
S1 |
467-0 |
467-0 |
471-1 |
464-2 |
S2 |
461-4 |
461-4 |
469-5 |
|
S3 |
446-0 |
451-4 |
468-2 |
|
S4 |
430-4 |
436-0 |
464-0 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
706-7 |
660-1 |
511-2 |
|
R3 |
636-3 |
589-5 |
491-7 |
|
R2 |
565-7 |
565-7 |
485-3 |
|
R1 |
519-1 |
519-1 |
479-0 |
507-2 |
PP |
495-3 |
495-3 |
495-3 |
489-3 |
S1 |
448-5 |
448-5 |
466-0 |
436-6 |
S2 |
424-7 |
424-7 |
459-5 |
|
S3 |
354-3 |
378-1 |
453-1 |
|
S4 |
283-7 |
307-5 |
433-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
542-0 |
471-4 |
70-4 |
14.9% |
17-6 |
3.7% |
1% |
False |
True |
27,950 |
10 |
590-4 |
471-4 |
119-0 |
25.2% |
14-4 |
3.1% |
1% |
False |
True |
26,530 |
20 |
593-0 |
471-4 |
121-4 |
25.7% |
16-2 |
3.4% |
1% |
False |
True |
30,705 |
40 |
643-0 |
471-4 |
171-4 |
36.3% |
16-0 |
3.4% |
1% |
False |
True |
23,056 |
60 |
730-0 |
471-4 |
258-4 |
54.7% |
17-4 |
3.7% |
0% |
False |
True |
20,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
552-7 |
2.618 |
527-5 |
1.618 |
512-1 |
1.000 |
502-4 |
0.618 |
496-5 |
HIGH |
487-0 |
0.618 |
481-1 |
0.500 |
479-2 |
0.382 |
477-3 |
LOW |
471-4 |
0.618 |
461-7 |
1.000 |
456-0 |
1.618 |
446-3 |
2.618 |
430-7 |
4.250 |
405-5 |
|
|
Fisher Pivots for day following 03-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
479-2 |
493-2 |
PP |
477-0 |
486-3 |
S1 |
474-6 |
479-3 |
|