CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
431-4 |
429-4 |
-2-0 |
-0.5% |
435-0 |
High |
437-2 |
435-0 |
-2-2 |
-0.5% |
441-0 |
Low |
424-2 |
425-0 |
0-6 |
0.2% |
388-4 |
Close |
436-2 |
427-6 |
-8-4 |
-1.9% |
420-4 |
Range |
13-0 |
10-0 |
-3-0 |
-23.1% |
52-4 |
ATR |
20-3 |
19-5 |
-0-5 |
-3.2% |
0-0 |
Volume |
26,485 |
16,920 |
-9,565 |
-36.1% |
137,029 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
459-2 |
453-4 |
433-2 |
|
R3 |
449-2 |
443-4 |
430-4 |
|
R2 |
439-2 |
439-2 |
429-5 |
|
R1 |
433-4 |
433-4 |
428-5 |
431-3 |
PP |
429-2 |
429-2 |
429-2 |
428-2 |
S1 |
423-4 |
423-4 |
426-7 |
421-3 |
S2 |
419-2 |
419-2 |
425-7 |
|
S3 |
409-2 |
413-4 |
425-0 |
|
S4 |
399-2 |
403-4 |
422-2 |
|
|
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 |
437-2 |
388-4 |
48-6 |
11.4% |
16-4 |
3.9% |
81% |
False |
False |
28,205 |
10 |
459-0 |
388-4 |
70-4 |
16.5% |
13-7 |
3.2% |
56% |
False |
False |
30,423 |
20 |
590-4 |
388-4 |
202-0 |
47.2% |
14-3 |
3.3% |
19% |
False |
False |
29,328 |
40 |
621-4 |
388-4 |
233-0 |
54.5% |
14-5 |
3.4% |
17% |
False |
False |
28,250 |
60 |
643-0 |
388-4 |
254-4 |
59.5% |
16-0 |
3.8% |
15% |
False |
False |
23,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
477-4 |
2.618 |
461-1 |
1.618 |
451-1 |
1.000 |
445-0 |
0.618 |
441-1 |
HIGH |
435-0 |
0.618 |
431-1 |
0.500 |
430-0 |
0.382 |
428-7 |
LOW |
425-0 |
0.618 |
418-7 |
1.000 |
415-0 |
1.618 |
408-7 |
2.618 |
398-7 |
4.250 |
382-4 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
430-0 |
425-6 |
PP |
429-2 |
423-5 |
S1 |
428-4 |
421-5 |
|