CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
418-0 |
400-4 |
-17-4 |
-4.2% |
442-4 |
High |
423-2 |
408-4 |
-14-6 |
-3.5% |
459-0 |
Low |
402-6 |
388-4 |
-14-2 |
-3.5% |
425-0 |
Close |
405-4 |
401-4 |
-4-0 |
-1.0% |
425-6 |
Range |
20-4 |
20-0 |
-0-4 |
-2.4% |
34-0 |
ATR |
20-3 |
20-3 |
0-0 |
-0.1% |
0-0 |
Volume |
21,744 |
31,882 |
10,138 |
46.6% |
202,238 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
459-4 |
450-4 |
412-4 |
|
R3 |
439-4 |
430-4 |
407-0 |
|
R2 |
419-4 |
419-4 |
405-1 |
|
R1 |
410-4 |
410-4 |
403-3 |
415-0 |
PP |
399-4 |
399-4 |
399-4 |
401-6 |
S1 |
390-4 |
390-4 |
399-5 |
395-0 |
S2 |
379-4 |
379-4 |
397-7 |
|
S3 |
359-4 |
370-4 |
396-0 |
|
S4 |
339-4 |
350-4 |
390-4 |
|
|
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 |
441-0 |
388-4 |
52-4 |
13.1% |
13-0 |
3.2% |
25% |
False |
True |
25,203 |
10 |
487-0 |
388-4 |
98-4 |
24.5% |
13-3 |
3.3% |
13% |
False |
True |
32,323 |
20 |
590-4 |
388-4 |
202-0 |
50.3% |
13-6 |
3.4% |
6% |
False |
True |
31,613 |
40 |
643-0 |
388-4 |
254-4 |
63.4% |
14-6 |
3.7% |
5% |
False |
True |
26,920 |
60 |
643-0 |
388-4 |
254-4 |
63.4% |
16-0 |
4.0% |
5% |
False |
True |
22,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
493-4 |
2.618 |
460-7 |
1.618 |
440-7 |
1.000 |
428-4 |
0.618 |
420-7 |
HIGH |
408-4 |
0.618 |
400-7 |
0.500 |
398-4 |
0.382 |
396-1 |
LOW |
388-4 |
0.618 |
376-1 |
1.000 |
368-4 |
1.618 |
356-1 |
2.618 |
336-1 |
4.250 |
303-4 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
400-4 |
414-6 |
PP |
399-4 |
410-3 |
S1 |
398-4 |
405-7 |
|