CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
425-6 |
435-0 |
9-2 |
2.2% |
442-4 |
High |
426-0 |
440-0 |
14-0 |
3.3% |
459-0 |
Low |
425-6 |
428-4 |
2-6 |
0.6% |
425-0 |
Close |
425-6 |
429-4 |
3-6 |
0.9% |
425-6 |
Range |
0-2 |
11-4 |
11-2 |
4,500.0% |
34-0 |
ATR |
21-0 |
20-4 |
-0-4 |
-2.3% |
0-0 |
Volume |
32,981 |
12,238 |
-20,743 |
-62.9% |
202,238 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467-1 |
459-7 |
435-7 |
|
R3 |
455-5 |
448-3 |
432-5 |
|
R2 |
444-1 |
444-1 |
431-5 |
|
R1 |
436-7 |
436-7 |
430-4 |
434-6 |
PP |
432-5 |
432-5 |
432-5 |
431-5 |
S1 |
425-3 |
425-3 |
428-4 |
423-2 |
S2 |
421-1 |
421-1 |
427-3 |
|
S3 |
409-5 |
413-7 |
426-3 |
|
S4 |
398-1 |
402-3 |
423-1 |
|
|
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 |
7.9% |
11-6 |
2.7% |
13% |
False |
False |
38,847 |
10 |
530-4 |
425-0 |
105-4 |
24.6% |
14-2 |
3.3% |
4% |
False |
False |
33,862 |
20 |
590-4 |
425-0 |
165-4 |
38.5% |
15-4 |
3.6% |
3% |
False |
False |
34,675 |
40 |
643-0 |
425-0 |
218-0 |
50.8% |
14-7 |
3.5% |
2% |
False |
False |
25,427 |
60 |
643-0 |
425-0 |
218-0 |
50.8% |
16-3 |
3.8% |
2% |
False |
False |
22,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
488-7 |
2.618 |
470-1 |
1.618 |
458-5 |
1.000 |
451-4 |
0.618 |
447-1 |
HIGH |
440-0 |
0.618 |
435-5 |
0.500 |
434-2 |
0.382 |
432-7 |
LOW |
428-4 |
0.618 |
421-3 |
1.000 |
417-0 |
1.618 |
409-7 |
2.618 |
398-3 |
4.250 |
379-5 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
434-2 |
442-3 |
PP |
432-5 |
438-1 |
S1 |
431-1 |
433-6 |
|