CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 06-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
477-0 |
442-4 |
-34-4 |
-7.2% |
538-0 |
High |
487-0 |
448-4 |
-38-4 |
-7.9% |
542-0 |
Low |
471-4 |
442-4 |
-29-0 |
-6.2% |
471-4 |
Close |
472-4 |
442-4 |
-30-0 |
-6.3% |
472-4 |
Range |
15-4 |
6-0 |
-9-4 |
-61.3% |
70-4 |
ATR |
20-3 |
21-1 |
0-5 |
3.3% |
0-0 |
Volume |
27,962 |
20,241 |
-7,721 |
-27.6% |
139,754 |
|
Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
462-4 |
458-4 |
445-6 |
|
R3 |
456-4 |
452-4 |
444-1 |
|
R2 |
450-4 |
450-4 |
443-5 |
|
R1 |
446-4 |
446-4 |
443-0 |
445-4 |
PP |
444-4 |
444-4 |
444-4 |
444-0 |
S1 |
440-4 |
440-4 |
442-0 |
439-4 |
S2 |
438-4 |
438-4 |
441-3 |
|
S3 |
432-4 |
434-4 |
440-7 |
|
S4 |
426-4 |
428-4 |
439-2 |
|
|
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 |
530-4 |
442-4 |
88-0 |
19.9% |
16-6 |
3.8% |
0% |
False |
True |
28,877 |
10 |
590-4 |
442-4 |
148-0 |
33.4% |
14-2 |
3.2% |
0% |
False |
True |
25,770 |
20 |
593-0 |
442-4 |
150-4 |
34.0% |
16-1 |
3.6% |
0% |
False |
True |
30,768 |
40 |
643-0 |
442-4 |
200-4 |
45.3% |
15-7 |
3.6% |
0% |
False |
True |
23,316 |
60 |
710-4 |
442-4 |
268-0 |
60.6% |
17-3 |
3.9% |
0% |
False |
True |
20,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
474-0 |
2.618 |
464-2 |
1.618 |
458-2 |
1.000 |
454-4 |
0.618 |
452-2 |
HIGH |
448-4 |
0.618 |
446-2 |
0.500 |
445-4 |
0.382 |
444-6 |
LOW |
442-4 |
0.618 |
438-6 |
1.000 |
436-4 |
1.618 |
432-6 |
2.618 |
426-6 |
4.250 |
417-0 |
|
|
Fisher Pivots for day following 06-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
445-4 |
469-6 |
PP |
444-4 |
460-5 |
S1 |
443-4 |
451-5 |
|