CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 08-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
444-0 |
433-4 |
-10-4 |
-2.4% |
538-0 |
High |
446-0 |
446-0 |
0-0 |
0.0% |
542-0 |
Low |
430-4 |
425-0 |
-5-4 |
-1.3% |
471-4 |
Close |
433-4 |
444-0 |
10-4 |
2.4% |
472-4 |
Range |
15-4 |
21-0 |
5-4 |
35.5% |
70-4 |
ATR |
20-6 |
20-6 |
0-0 |
0.1% |
0-0 |
Volume |
58,195 |
57,786 |
-409 |
-0.7% |
139,754 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
501-3 |
493-5 |
455-4 |
|
R3 |
480-3 |
472-5 |
449-6 |
|
R2 |
459-3 |
459-3 |
447-7 |
|
R1 |
451-5 |
451-5 |
445-7 |
455-4 |
PP |
438-3 |
438-3 |
438-3 |
440-2 |
S1 |
430-5 |
430-5 |
442-1 |
434-4 |
S2 |
417-3 |
417-3 |
440-1 |
|
S3 |
396-3 |
409-5 |
438-2 |
|
S4 |
375-3 |
388-5 |
432-4 |
|
|
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 |
497-0 |
425-0 |
72-0 |
16.2% |
16-3 |
3.7% |
26% |
False |
True |
38,449 |
10 |
582-4 |
425-0 |
157-4 |
35.5% |
15-2 |
3.4% |
12% |
False |
True |
31,133 |
20 |
593-0 |
425-0 |
168-0 |
37.8% |
16-5 |
3.7% |
11% |
False |
True |
33,803 |
40 |
643-0 |
425-0 |
218-0 |
49.1% |
16-0 |
3.6% |
9% |
False |
True |
24,969 |
60 |
697-0 |
425-0 |
272-0 |
61.3% |
17-2 |
3.9% |
7% |
False |
True |
21,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
535-2 |
2.618 |
501-0 |
1.618 |
480-0 |
1.000 |
467-0 |
0.618 |
459-0 |
HIGH |
446-0 |
0.618 |
438-0 |
0.500 |
435-4 |
0.382 |
433-0 |
LOW |
425-0 |
0.618 |
412-0 |
1.000 |
404-0 |
1.618 |
391-0 |
2.618 |
370-0 |
4.250 |
335-6 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
441-1 |
441-5 |
PP |
438-3 |
439-1 |
S1 |
435-4 |
436-6 |
|