CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
435-0 |
437-0 |
2-0 |
0.5% |
442-4 |
High |
440-0 |
441-0 |
1-0 |
0.2% |
459-0 |
Low |
428-4 |
428-4 |
0-0 |
0.0% |
425-0 |
Close |
429-4 |
429-0 |
-0-4 |
-0.1% |
425-6 |
Range |
11-4 |
12-4 |
1-0 |
8.7% |
34-0 |
ATR |
20-4 |
20-0 |
-0-5 |
-2.8% |
0-0 |
Volume |
12,238 |
27,170 |
14,932 |
122.0% |
202,238 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
470-3 |
462-1 |
435-7 |
|
R3 |
457-7 |
449-5 |
432-4 |
|
R2 |
445-3 |
445-3 |
431-2 |
|
R1 |
437-1 |
437-1 |
430-1 |
435-0 |
PP |
432-7 |
432-7 |
432-7 |
431-6 |
S1 |
424-5 |
424-5 |
427-7 |
422-4 |
S2 |
420-3 |
420-3 |
426-6 |
|
S3 |
407-7 |
412-1 |
425-4 |
|
S4 |
395-3 |
399-5 |
422-1 |
|
|
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% |
11-1 |
2.6% |
12% |
False |
False |
32,642 |
10 |
515-0 |
425-0 |
90-0 |
21.0% |
12-7 |
3.0% |
4% |
False |
False |
34,505 |
20 |
590-4 |
425-0 |
165-4 |
38.6% |
14-7 |
3.5% |
2% |
False |
False |
34,123 |
40 |
643-0 |
425-0 |
218-0 |
50.8% |
14-6 |
3.4% |
2% |
False |
False |
25,939 |
60 |
643-0 |
425-0 |
218-0 |
50.8% |
16-2 |
3.8% |
2% |
False |
False |
22,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
494-1 |
2.618 |
473-6 |
1.618 |
461-2 |
1.000 |
453-4 |
0.618 |
448-6 |
HIGH |
441-0 |
0.618 |
436-2 |
0.500 |
434-6 |
0.382 |
433-2 |
LOW |
428-4 |
0.618 |
420-6 |
1.000 |
416-0 |
1.618 |
408-2 |
2.618 |
395-6 |
4.250 |
375-3 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
434-6 |
433-3 |
PP |
432-7 |
431-7 |
S1 |
430-7 |
430-4 |
|