CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
400-0 |
388-0 |
-12-0 |
-3.0% |
431-4 |
High |
416-4 |
408-0 |
-8-4 |
-2.0% |
437-2 |
Low |
400-0 |
388-0 |
-12-0 |
-3.0% |
388-0 |
Close |
406-2 |
388-6 |
-17-4 |
-4.3% |
388-6 |
Range |
16-4 |
20-0 |
3-4 |
21.2% |
49-2 |
ATR |
20-1 |
20-1 |
0-0 |
0.0% |
0-0 |
Volume |
51,246 |
40,758 |
-10,488 |
-20.5% |
196,819 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
454-7 |
441-7 |
399-6 |
|
R3 |
434-7 |
421-7 |
394-2 |
|
R2 |
414-7 |
414-7 |
392-3 |
|
R1 |
401-7 |
401-7 |
390-5 |
408-3 |
PP |
394-7 |
394-7 |
394-7 |
398-2 |
S1 |
381-7 |
381-7 |
386-7 |
388-3 |
S2 |
374-7 |
374-7 |
385-1 |
|
S3 |
354-7 |
361-7 |
383-2 |
|
S4 |
334-7 |
341-7 |
377-6 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
552-3 |
519-7 |
415-7 |
|
R3 |
503-1 |
470-5 |
402-2 |
|
R2 |
453-7 |
453-7 |
397-6 |
|
R1 |
421-3 |
421-3 |
393-2 |
413-0 |
PP |
404-5 |
404-5 |
404-5 |
400-4 |
S1 |
372-1 |
372-1 |
384-2 |
363-6 |
S2 |
355-3 |
355-3 |
379-6 |
|
S3 |
306-1 |
322-7 |
375-2 |
|
S4 |
256-7 |
273-5 |
361-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
437-2 |
388-0 |
49-2 |
12.7% |
13-6 |
3.5% |
2% |
False |
True |
39,363 |
10 |
441-0 |
388-0 |
53-0 |
13.6% |
15-2 |
3.9% |
1% |
False |
True |
33,384 |
20 |
542-0 |
388-0 |
154-0 |
39.6% |
14-6 |
3.8% |
0% |
False |
True |
33,792 |
40 |
618-0 |
388-0 |
230-0 |
59.2% |
14-7 |
3.8% |
0% |
False |
True |
31,056 |
60 |
643-0 |
388-0 |
255-0 |
65.6% |
15-7 |
4.1% |
0% |
False |
True |
25,743 |
80 |
799-0 |
388-0 |
411-0 |
105.7% |
16-4 |
4.2% |
0% |
False |
True |
22,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
493-0 |
2.618 |
460-3 |
1.618 |
440-3 |
1.000 |
428-0 |
0.618 |
420-3 |
HIGH |
408-0 |
0.618 |
400-3 |
0.500 |
398-0 |
0.382 |
395-5 |
LOW |
388-0 |
0.618 |
375-5 |
1.000 |
368-0 |
1.618 |
355-5 |
2.618 |
335-5 |
4.250 |
303-0 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
398-0 |
402-2 |
PP |
394-7 |
397-6 |
S1 |
391-7 |
393-2 |
|