CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 09-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
433-4 |
452-0 |
18-4 |
4.3% |
538-0 |
High |
446-0 |
459-0 |
13-0 |
2.9% |
542-0 |
Low |
425-0 |
448-4 |
23-4 |
5.5% |
471-4 |
Close |
444-0 |
455-6 |
11-6 |
2.6% |
472-4 |
Range |
21-0 |
10-4 |
-10-4 |
-50.0% |
70-4 |
ATR |
20-6 |
20-3 |
-0-3 |
-2.0% |
0-0 |
Volume |
57,786 |
33,035 |
-24,751 |
-42.8% |
139,754 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
485-7 |
481-3 |
461-4 |
|
R3 |
475-3 |
470-7 |
458-5 |
|
R2 |
464-7 |
464-7 |
457-5 |
|
R1 |
460-3 |
460-3 |
456-6 |
462-5 |
PP |
454-3 |
454-3 |
454-3 |
455-4 |
S1 |
449-7 |
449-7 |
454-6 |
452-1 |
S2 |
443-7 |
443-7 |
453-7 |
|
S3 |
433-3 |
439-3 |
452-7 |
|
S4 |
422-7 |
428-7 |
450-0 |
|
|
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 |
487-0 |
425-0 |
62-0 |
13.6% |
13-6 |
3.0% |
50% |
False |
False |
39,443 |
10 |
570-4 |
425-0 |
145-4 |
31.9% |
15-4 |
3.4% |
21% |
False |
False |
32,799 |
20 |
593-0 |
425-0 |
168-0 |
36.9% |
16-7 |
3.7% |
18% |
False |
False |
34,398 |
40 |
643-0 |
425-0 |
218-0 |
47.8% |
15-5 |
3.4% |
14% |
False |
False |
25,103 |
60 |
697-0 |
425-0 |
272-0 |
59.7% |
17-1 |
3.8% |
11% |
False |
False |
22,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
503-5 |
2.618 |
486-4 |
1.618 |
476-0 |
1.000 |
469-4 |
0.618 |
465-4 |
HIGH |
459-0 |
0.618 |
455-0 |
0.500 |
453-6 |
0.382 |
452-4 |
LOW |
448-4 |
0.618 |
442-0 |
1.000 |
438-0 |
1.618 |
431-4 |
2.618 |
421-0 |
4.250 |
403-7 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
455-1 |
451-1 |
PP |
454-3 |
446-5 |
S1 |
453-6 |
442-0 |
|