CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
422-4 |
432-4 |
10-0 |
2.4% |
431-4 |
High |
438-2 |
434-4 |
-3-6 |
-0.9% |
437-2 |
Low |
420-0 |
420-0 |
0-0 |
0.0% |
388-0 |
Close |
438-2 |
427-4 |
-10-6 |
-2.5% |
388-6 |
Range |
18-2 |
14-4 |
-3-6 |
-20.5% |
49-2 |
ATR |
20-7 |
20-6 |
-0-2 |
-0.9% |
0-0 |
Volume |
41,429 |
32,135 |
-9,294 |
-22.4% |
196,819 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
470-7 |
463-5 |
435-4 |
|
R3 |
456-3 |
449-1 |
431-4 |
|
R2 |
441-7 |
441-7 |
430-1 |
|
R1 |
434-5 |
434-5 |
428-7 |
431-0 |
PP |
427-3 |
427-3 |
427-3 |
425-4 |
S1 |
420-1 |
420-1 |
426-1 |
416-4 |
S2 |
412-7 |
412-7 |
424-7 |
|
S3 |
398-3 |
405-5 |
423-4 |
|
S4 |
383-7 |
391-1 |
419-4 |
|
|
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 |
12.5% |
18-6 |
4.4% |
80% |
False |
False |
37,083 |
10 |
438-2 |
385-0 |
53-2 |
12.5% |
16-1 |
3.8% |
80% |
False |
False |
38,547 |
20 |
487-0 |
385-0 |
102-0 |
23.9% |
14-6 |
3.4% |
42% |
False |
False |
35,435 |
40 |
593-0 |
385-0 |
208-0 |
48.7% |
15-3 |
3.6% |
20% |
False |
False |
32,781 |
60 |
643-0 |
385-0 |
258-0 |
60.4% |
15-4 |
3.6% |
16% |
False |
False |
27,115 |
80 |
730-0 |
385-0 |
345-0 |
80.7% |
16-6 |
3.9% |
12% |
False |
False |
23,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
496-1 |
2.618 |
472-4 |
1.618 |
458-0 |
1.000 |
449-0 |
0.618 |
443-4 |
HIGH |
434-4 |
0.618 |
429-0 |
0.500 |
427-2 |
0.382 |
425-4 |
LOW |
420-0 |
0.618 |
411-0 |
1.000 |
405-4 |
1.618 |
396-4 |
2.618 |
382-0 |
4.250 |
358-3 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
427-3 |
425-2 |
PP |
427-3 |
422-7 |
S1 |
427-2 |
420-5 |
|