CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
452-0 |
425-6 |
-26-2 |
-5.8% |
442-4 |
High |
459-0 |
426-0 |
-33-0 |
-7.2% |
459-0 |
Low |
448-4 |
425-6 |
-22-6 |
-5.1% |
425-0 |
Close |
455-6 |
425-6 |
-30-0 |
-6.6% |
425-6 |
Range |
10-4 |
0-2 |
-10-2 |
-97.6% |
34-0 |
ATR |
20-3 |
21-0 |
0-6 |
3.4% |
0-0 |
Volume |
33,035 |
32,981 |
-54 |
-0.2% |
202,238 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426-5 |
426-3 |
425-7 |
|
R3 |
426-3 |
426-1 |
425-7 |
|
R2 |
426-1 |
426-1 |
425-6 |
|
R1 |
425-7 |
425-7 |
425-6 |
425-7 |
PP |
425-7 |
425-7 |
425-7 |
425-6 |
S1 |
425-5 |
425-5 |
425-6 |
425-5 |
S2 |
425-5 |
425-5 |
425-6 |
|
S3 |
425-3 |
425-3 |
425-5 |
|
S4 |
425-1 |
425-1 |
425-5 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
538-5 |
516-1 |
444-4 |
|
R3 |
504-5 |
482-1 |
435-1 |
|
R2 |
470-5 |
470-5 |
432-0 |
|
R1 |
448-1 |
448-1 |
428-7 |
442-3 |
PP |
436-5 |
436-5 |
436-5 |
433-6 |
S1 |
414-1 |
414-1 |
422-5 |
408-3 |
S2 |
402-5 |
402-5 |
419-4 |
|
S3 |
368-5 |
380-1 |
416-3 |
|
S4 |
334-5 |
346-1 |
407-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
459-0 |
425-0 |
34-0 |
8.0% |
10-5 |
2.5% |
2% |
False |
False |
40,447 |
10 |
542-0 |
425-0 |
117-0 |
27.5% |
14-1 |
3.3% |
1% |
False |
False |
34,199 |
20 |
593-0 |
425-0 |
168-0 |
39.5% |
16-2 |
3.8% |
0% |
False |
False |
35,255 |
40 |
643-0 |
425-0 |
218-0 |
51.2% |
14-7 |
3.5% |
0% |
False |
False |
25,523 |
60 |
673-0 |
425-0 |
248-0 |
58.3% |
16-5 |
3.9% |
0% |
False |
False |
22,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
427-0 |
2.618 |
426-5 |
1.618 |
426-3 |
1.000 |
426-2 |
0.618 |
426-1 |
HIGH |
426-0 |
0.618 |
425-7 |
0.500 |
425-7 |
0.382 |
425-7 |
LOW |
425-6 |
0.618 |
425-5 |
1.000 |
425-4 |
1.618 |
425-3 |
2.618 |
425-1 |
4.250 |
424-6 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
425-7 |
442-0 |
PP |
425-7 |
436-5 |
S1 |
425-6 |
431-1 |
|