CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 07-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
442-4 |
444-0 |
1-4 |
0.3% |
538-0 |
High |
448-4 |
446-0 |
-2-4 |
-0.6% |
542-0 |
Low |
442-4 |
430-4 |
-12-0 |
-2.7% |
471-4 |
Close |
442-4 |
433-4 |
-9-0 |
-2.0% |
472-4 |
Range |
6-0 |
15-4 |
9-4 |
158.3% |
70-4 |
ATR |
21-1 |
20-6 |
-0-3 |
-1.9% |
0-0 |
Volume |
20,241 |
58,195 |
37,954 |
187.5% |
139,754 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
483-1 |
473-7 |
442-0 |
|
R3 |
467-5 |
458-3 |
437-6 |
|
R2 |
452-1 |
452-1 |
436-3 |
|
R1 |
442-7 |
442-7 |
434-7 |
439-6 |
PP |
436-5 |
436-5 |
436-5 |
435-1 |
S1 |
427-3 |
427-3 |
432-1 |
424-2 |
S2 |
421-1 |
421-1 |
430-5 |
|
S3 |
405-5 |
411-7 |
429-2 |
|
S4 |
390-1 |
396-3 |
425-0 |
|
|
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 |
515-0 |
430-4 |
84-4 |
19.5% |
14-6 |
3.4% |
4% |
False |
True |
36,368 |
10 |
590-4 |
430-4 |
160-0 |
36.9% |
14-7 |
3.4% |
2% |
False |
True |
28,232 |
20 |
593-0 |
430-4 |
162-4 |
37.5% |
16-0 |
3.7% |
2% |
False |
True |
33,199 |
40 |
643-0 |
430-4 |
212-4 |
49.0% |
16-1 |
3.7% |
1% |
False |
True |
24,126 |
60 |
706-0 |
430-4 |
275-4 |
63.6% |
17-3 |
4.0% |
1% |
False |
True |
21,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
511-7 |
2.618 |
486-5 |
1.618 |
471-1 |
1.000 |
461-4 |
0.618 |
455-5 |
HIGH |
446-0 |
0.618 |
440-1 |
0.500 |
438-2 |
0.382 |
436-3 |
LOW |
430-4 |
0.618 |
420-7 |
1.000 |
415-0 |
1.618 |
405-3 |
2.618 |
389-7 |
4.250 |
364-5 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
438-2 |
458-6 |
PP |
436-5 |
450-3 |
S1 |
435-1 |
441-7 |
|