CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
406-0 |
431-4 |
25-4 |
6.3% |
435-0 |
High |
425-0 |
437-2 |
12-2 |
2.9% |
441-0 |
Low |
406-0 |
424-2 |
18-2 |
4.5% |
388-4 |
Close |
420-4 |
436-2 |
15-6 |
3.7% |
420-4 |
Range |
19-0 |
13-0 |
-6-0 |
-31.6% |
52-4 |
ATR |
20-5 |
20-3 |
-0-2 |
-1.3% |
0-0 |
Volume |
43,995 |
26,485 |
-17,510 |
-39.8% |
137,029 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
471-5 |
466-7 |
443-3 |
|
R3 |
458-5 |
453-7 |
439-7 |
|
R2 |
445-5 |
445-5 |
438-5 |
|
R1 |
440-7 |
440-7 |
437-4 |
443-2 |
PP |
432-5 |
432-5 |
432-5 |
433-6 |
S1 |
427-7 |
427-7 |
435-0 |
430-2 |
S2 |
419-5 |
419-5 |
433-7 |
|
S3 |
406-5 |
414-7 |
432-5 |
|
S4 |
393-5 |
401-7 |
429-1 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
574-1 |
549-7 |
449-3 |
|
R3 |
521-5 |
497-3 |
435-0 |
|
R2 |
469-1 |
469-1 |
430-1 |
|
R1 |
444-7 |
444-7 |
425-2 |
430-6 |
PP |
416-5 |
416-5 |
416-5 |
409-5 |
S1 |
392-3 |
392-3 |
415-6 |
378-2 |
S2 |
364-1 |
364-1 |
410-7 |
|
S3 |
311-5 |
339-7 |
406-0 |
|
S4 |
259-1 |
287-3 |
391-5 |
|
|
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 |
12.0% |
17-0 |
3.9% |
91% |
False |
False |
30,255 |
10 |
459-0 |
388-4 |
70-4 |
16.2% |
14-3 |
3.3% |
68% |
False |
False |
34,551 |
20 |
590-4 |
388-4 |
202-0 |
46.3% |
14-3 |
3.3% |
24% |
False |
False |
30,160 |
40 |
642-0 |
388-4 |
253-4 |
58.1% |
14-7 |
3.4% |
19% |
False |
False |
28,059 |
60 |
643-0 |
388-4 |
254-4 |
58.3% |
16-0 |
3.7% |
19% |
False |
False |
23,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
492-4 |
2.618 |
471-2 |
1.618 |
458-2 |
1.000 |
450-2 |
0.618 |
445-2 |
HIGH |
437-2 |
0.618 |
432-2 |
0.500 |
430-6 |
0.382 |
429-2 |
LOW |
424-2 |
0.618 |
416-2 |
1.000 |
411-2 |
1.618 |
403-2 |
2.618 |
390-2 |
4.250 |
369-0 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
434-3 |
428-4 |
PP |
432-5 |
420-5 |
S1 |
430-6 |
412-7 |
|