CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
437-0 |
418-0 |
-19-0 |
-4.3% |
442-4 |
High |
441-0 |
423-2 |
-17-6 |
-4.0% |
459-0 |
Low |
428-4 |
402-6 |
-25-6 |
-6.0% |
425-0 |
Close |
429-0 |
405-4 |
-23-4 |
-5.5% |
425-6 |
Range |
12-4 |
20-4 |
8-0 |
64.0% |
34-0 |
ATR |
20-0 |
20-3 |
0-4 |
2.3% |
0-0 |
Volume |
27,170 |
21,744 |
-5,426 |
-20.0% |
202,238 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
472-0 |
459-2 |
416-6 |
|
R3 |
451-4 |
438-6 |
411-1 |
|
R2 |
431-0 |
431-0 |
409-2 |
|
R1 |
418-2 |
418-2 |
407-3 |
414-3 |
PP |
410-4 |
410-4 |
410-4 |
408-4 |
S1 |
397-6 |
397-6 |
403-5 |
393-7 |
S2 |
390-0 |
390-0 |
401-6 |
|
S3 |
369-4 |
377-2 |
399-7 |
|
S4 |
349-0 |
356-6 |
394-2 |
|
|
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 |
402-6 |
56-2 |
13.9% |
11-0 |
2.7% |
5% |
False |
True |
25,433 |
10 |
497-0 |
402-6 |
94-2 |
23.2% |
13-6 |
3.4% |
3% |
False |
True |
31,941 |
20 |
590-4 |
402-6 |
187-6 |
46.3% |
14-3 |
3.6% |
1% |
False |
True |
32,732 |
40 |
643-0 |
402-6 |
240-2 |
59.2% |
14-4 |
3.6% |
1% |
False |
True |
26,321 |
60 |
643-0 |
402-6 |
240-2 |
59.2% |
16-3 |
4.0% |
1% |
False |
True |
22,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
510-3 |
2.618 |
476-7 |
1.618 |
456-3 |
1.000 |
443-6 |
0.618 |
435-7 |
HIGH |
423-2 |
0.618 |
415-3 |
0.500 |
413-0 |
0.382 |
410-5 |
LOW |
402-6 |
0.618 |
390-1 |
1.000 |
382-2 |
1.618 |
369-5 |
2.618 |
349-1 |
4.250 |
315-5 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
413-0 |
421-7 |
PP |
410-4 |
416-3 |
S1 |
408-0 |
411-0 |
|