CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
416-0 |
422-4 |
6-4 |
1.6% |
431-4 |
| High |
426-0 |
438-2 |
12-2 |
2.9% |
437-2 |
| Low |
403-0 |
420-0 |
17-0 |
4.2% |
388-0 |
| Close |
408-2 |
438-2 |
30-0 |
7.3% |
388-6 |
| Range |
23-0 |
18-2 |
-4-6 |
-20.7% |
49-2 |
| ATR |
20-2 |
20-7 |
0-6 |
3.5% |
0-0 |
| Volume |
33,671 |
41,429 |
7,758 |
23.0% |
196,819 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
486-7 |
480-7 |
448-2 |
|
| R3 |
468-5 |
462-5 |
443-2 |
|
| R2 |
450-3 |
450-3 |
441-5 |
|
| R1 |
444-3 |
444-3 |
439-7 |
447-3 |
| PP |
432-1 |
432-1 |
432-1 |
433-6 |
| S1 |
426-1 |
426-1 |
436-5 |
429-1 |
| S2 |
413-7 |
413-7 |
434-7 |
|
| S3 |
395-5 |
407-7 |
433-2 |
|
| S4 |
377-3 |
389-5 |
428-2 |
|
|
| 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 |
438-2 |
385-0 |
53-2 |
12.2% |
19-1 |
4.4% |
100% |
True |
False |
40,905 |
| 10 |
438-2 |
385-0 |
53-2 |
12.2% |
16-5 |
3.8% |
100% |
True |
False |
38,522 |
| 20 |
497-0 |
385-0 |
112-0 |
25.6% |
15-2 |
3.5% |
48% |
False |
False |
35,231 |
| 40 |
593-0 |
385-0 |
208-0 |
47.5% |
15-2 |
3.5% |
26% |
False |
False |
32,465 |
| 60 |
643-0 |
385-0 |
258-0 |
58.9% |
15-6 |
3.6% |
21% |
False |
False |
26,865 |
| 80 |
732-4 |
385-0 |
347-4 |
79.3% |
16-5 |
3.8% |
15% |
False |
False |
23,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
515-6 |
|
2.618 |
486-0 |
|
1.618 |
467-6 |
|
1.000 |
456-4 |
|
0.618 |
449-4 |
|
HIGH |
438-2 |
|
0.618 |
431-2 |
|
0.500 |
429-1 |
|
0.382 |
427-0 |
|
LOW |
420-0 |
|
0.618 |
408-6 |
|
1.000 |
401-6 |
|
1.618 |
390-4 |
|
2.618 |
372-2 |
|
4.250 |
342-4 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
435-2 |
429-3 |
| PP |
432-1 |
420-4 |
| S1 |
429-1 |
411-5 |
|