CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
429-4 |
401-0 |
-28-4 |
-6.6% |
435-0 |
High |
435-0 |
407-0 |
-28-0 |
-6.4% |
441-0 |
Low |
425-0 |
398-0 |
-27-0 |
-6.4% |
388-4 |
Close |
427-6 |
400-6 |
-27-0 |
-6.3% |
420-4 |
Range |
10-0 |
9-0 |
-1-0 |
-10.0% |
52-4 |
ATR |
19-5 |
20-3 |
0-6 |
3.7% |
0-0 |
Volume |
16,920 |
61,410 |
44,490 |
262.9% |
137,029 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-7 |
423-7 |
405-6 |
|
R3 |
419-7 |
414-7 |
403-2 |
|
R2 |
410-7 |
410-7 |
402-3 |
|
R1 |
405-7 |
405-7 |
401-5 |
403-7 |
PP |
401-7 |
401-7 |
401-7 |
401-0 |
S1 |
396-7 |
396-7 |
399-7 |
394-7 |
S2 |
392-7 |
392-7 |
399-1 |
|
S3 |
383-7 |
387-7 |
398-2 |
|
S4 |
374-7 |
378-7 |
395-6 |
|
|
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 |
12.2% |
14-2 |
3.5% |
25% |
False |
False |
36,138 |
10 |
459-0 |
388-4 |
70-4 |
17.6% |
12-5 |
3.2% |
17% |
False |
False |
30,786 |
20 |
582-4 |
388-4 |
194-0 |
48.4% |
13-7 |
3.5% |
6% |
False |
False |
30,959 |
40 |
621-4 |
388-4 |
233-0 |
58.1% |
14-5 |
3.6% |
5% |
False |
False |
29,507 |
60 |
643-0 |
388-4 |
254-4 |
63.5% |
15-6 |
3.9% |
5% |
False |
False |
24,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
445-2 |
2.618 |
430-4 |
1.618 |
421-4 |
1.000 |
416-0 |
0.618 |
412-4 |
HIGH |
407-0 |
0.618 |
403-4 |
0.500 |
402-4 |
0.382 |
401-4 |
LOW |
398-0 |
0.618 |
392-4 |
1.000 |
389-0 |
1.618 |
383-4 |
2.618 |
374-4 |
4.250 |
359-6 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
402-4 |
417-5 |
PP |
401-7 |
412-0 |
S1 |
401-3 |
406-3 |
|