CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
389-0 |
416-0 |
27-0 |
6.9% |
431-4 |
High |
403-0 |
426-0 |
23-0 |
5.7% |
437-2 |
Low |
385-0 |
403-0 |
18-0 |
4.7% |
388-0 |
Close |
402-2 |
408-2 |
6-0 |
1.5% |
388-6 |
Range |
18-0 |
23-0 |
5-0 |
27.8% |
49-2 |
ATR |
20-0 |
20-2 |
0-2 |
1.4% |
0-0 |
Volume |
37,424 |
33,671 |
-3,753 |
-10.0% |
196,819 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
481-3 |
467-7 |
420-7 |
|
R3 |
458-3 |
444-7 |
414-5 |
|
R2 |
435-3 |
435-3 |
412-4 |
|
R1 |
421-7 |
421-7 |
410-3 |
417-1 |
PP |
412-3 |
412-3 |
412-3 |
410-0 |
S1 |
398-7 |
398-7 |
406-1 |
394-1 |
S2 |
389-3 |
389-3 |
404-0 |
|
S3 |
366-3 |
375-7 |
401-7 |
|
S4 |
343-3 |
352-7 |
395-5 |
|
|
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 |
426-0 |
385-0 |
41-0 |
10.0% |
17-2 |
4.2% |
57% |
True |
False |
44,901 |
10 |
437-2 |
385-0 |
52-2 |
12.8% |
16-7 |
4.1% |
44% |
False |
False |
36,553 |
20 |
515-0 |
385-0 |
130-0 |
31.8% |
14-7 |
3.7% |
18% |
False |
False |
35,529 |
40 |
593-0 |
385-0 |
208-0 |
50.9% |
15-1 |
3.7% |
11% |
False |
False |
31,844 |
60 |
643-0 |
385-0 |
258-0 |
63.2% |
15-6 |
3.9% |
9% |
False |
False |
26,425 |
80 |
745-0 |
385-0 |
360-0 |
88.2% |
16-6 |
4.1% |
6% |
False |
False |
23,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
523-6 |
2.618 |
486-2 |
1.618 |
463-2 |
1.000 |
449-0 |
0.618 |
440-2 |
HIGH |
426-0 |
0.618 |
417-2 |
0.500 |
414-4 |
0.382 |
411-6 |
LOW |
403-0 |
0.618 |
388-6 |
1.000 |
380-0 |
1.618 |
365-6 |
2.618 |
342-6 |
4.250 |
305-2 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
414-4 |
407-3 |
PP |
412-3 |
406-3 |
S1 |
410-3 |
405-4 |
|