CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 27-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
388-0 |
389-0 |
1-0 |
0.3% |
431-4 |
High |
408-0 |
403-0 |
-5-0 |
-1.2% |
437-2 |
Low |
388-0 |
385-0 |
-3-0 |
-0.8% |
388-0 |
Close |
388-6 |
402-2 |
13-4 |
3.5% |
388-6 |
Range |
20-0 |
18-0 |
-2-0 |
-10.0% |
49-2 |
ATR |
20-1 |
20-0 |
-0-1 |
-0.7% |
0-0 |
Volume |
40,758 |
37,424 |
-3,334 |
-8.2% |
196,819 |
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
450-6 |
444-4 |
412-1 |
|
R3 |
432-6 |
426-4 |
407-2 |
|
R2 |
414-6 |
414-6 |
405-4 |
|
R1 |
408-4 |
408-4 |
403-7 |
411-5 |
PP |
396-6 |
396-6 |
396-6 |
398-2 |
S1 |
390-4 |
390-4 |
400-5 |
393-5 |
S2 |
378-6 |
378-6 |
399-0 |
|
S3 |
360-6 |
372-4 |
397-2 |
|
S4 |
342-6 |
354-4 |
392-3 |
|
|
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 |
435-0 |
385-0 |
50-0 |
12.4% |
14-6 |
3.7% |
35% |
False |
True |
41,551 |
10 |
441-0 |
385-0 |
56-0 |
13.9% |
15-7 |
3.9% |
31% |
False |
True |
35,903 |
20 |
530-4 |
385-0 |
145-4 |
36.2% |
15-0 |
3.7% |
12% |
False |
True |
34,882 |
40 |
593-0 |
385-0 |
208-0 |
51.7% |
14-7 |
3.7% |
8% |
False |
True |
31,601 |
60 |
643-0 |
385-0 |
258-0 |
64.1% |
15-6 |
3.9% |
7% |
False |
True |
26,134 |
80 |
764-0 |
385-0 |
379-0 |
94.2% |
16-4 |
4.1% |
5% |
False |
True |
22,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
479-4 |
2.618 |
450-1 |
1.618 |
432-1 |
1.000 |
421-0 |
0.618 |
414-1 |
HIGH |
403-0 |
0.618 |
396-1 |
0.500 |
394-0 |
0.382 |
391-7 |
LOW |
385-0 |
0.618 |
373-7 |
1.000 |
367-0 |
1.618 |
355-7 |
2.618 |
337-7 |
4.250 |
308-4 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
399-4 |
401-6 |
PP |
396-6 |
401-2 |
S1 |
394-0 |
400-6 |
|