CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
401-0 |
400-0 |
-1-0 |
-0.2% |
435-0 |
High |
407-0 |
416-4 |
9-4 |
2.3% |
441-0 |
Low |
398-0 |
400-0 |
2-0 |
0.5% |
388-4 |
Close |
400-6 |
406-2 |
5-4 |
1.4% |
420-4 |
Range |
9-0 |
16-4 |
7-4 |
83.3% |
52-4 |
ATR |
20-3 |
20-1 |
-0-2 |
-1.4% |
0-0 |
Volume |
61,410 |
51,246 |
-10,164 |
-16.6% |
137,029 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
457-1 |
448-1 |
415-3 |
|
R3 |
440-5 |
431-5 |
410-6 |
|
R2 |
424-1 |
424-1 |
409-2 |
|
R1 |
415-1 |
415-1 |
407-6 |
419-5 |
PP |
407-5 |
407-5 |
407-5 |
409-6 |
S1 |
398-5 |
398-5 |
404-6 |
403-1 |
S2 |
391-1 |
391-1 |
403-2 |
|
S3 |
374-5 |
382-1 |
401-6 |
|
S4 |
358-1 |
365-5 |
397-1 |
|
|
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 |
437-2 |
398-0 |
39-2 |
9.7% |
13-4 |
3.3% |
21% |
False |
False |
40,011 |
10 |
441-0 |
388-4 |
52-4 |
12.9% |
13-2 |
3.3% |
34% |
False |
False |
32,607 |
20 |
570-4 |
388-4 |
182-0 |
44.8% |
14-3 |
3.5% |
10% |
False |
False |
32,703 |
40 |
618-0 |
388-4 |
229-4 |
56.5% |
14-5 |
3.6% |
8% |
False |
False |
30,542 |
60 |
643-0 |
388-4 |
254-4 |
62.6% |
15-6 |
3.9% |
7% |
False |
False |
25,230 |
80 |
799-0 |
388-4 |
410-4 |
101.0% |
16-5 |
4.1% |
4% |
False |
False |
22,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
486-5 |
2.618 |
459-6 |
1.618 |
443-2 |
1.000 |
433-0 |
0.618 |
426-6 |
HIGH |
416-4 |
0.618 |
410-2 |
0.500 |
408-2 |
0.382 |
406-2 |
LOW |
400-0 |
0.618 |
389-6 |
1.000 |
383-4 |
1.618 |
373-2 |
2.618 |
356-6 |
4.250 |
329-7 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
408-2 |
416-4 |
PP |
407-5 |
413-1 |
S1 |
406-7 |
409-5 |
|