CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
432-4 |
418-4 |
-14-0 |
-3.2% |
389-0 |
High |
434-4 |
423-2 |
-11-2 |
-2.6% |
438-2 |
Low |
420-0 |
413-0 |
-7-0 |
-1.7% |
385-0 |
Close |
427-4 |
419-2 |
-8-2 |
-1.9% |
419-2 |
Range |
14-4 |
10-2 |
-4-2 |
-29.3% |
53-2 |
ATR |
20-6 |
20-2 |
-0-4 |
-2.1% |
0-0 |
Volume |
32,135 |
49,647 |
17,512 |
54.5% |
194,306 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
449-2 |
444-4 |
424-7 |
|
R3 |
439-0 |
434-2 |
422-1 |
|
R2 |
428-6 |
428-6 |
421-1 |
|
R1 |
424-0 |
424-0 |
420-2 |
426-3 |
PP |
418-4 |
418-4 |
418-4 |
419-6 |
S1 |
413-6 |
413-6 |
418-2 |
416-1 |
S2 |
408-2 |
408-2 |
417-3 |
|
S3 |
398-0 |
403-4 |
416-3 |
|
S4 |
387-6 |
393-2 |
413-5 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
573-7 |
549-7 |
448-4 |
|
R3 |
520-5 |
496-5 |
433-7 |
|
R2 |
467-3 |
467-3 |
429-0 |
|
R1 |
443-3 |
443-3 |
424-1 |
455-3 |
PP |
414-1 |
414-1 |
414-1 |
420-2 |
S1 |
390-1 |
390-1 |
414-3 |
402-1 |
S2 |
360-7 |
360-7 |
409-4 |
|
S3 |
307-5 |
336-7 |
404-5 |
|
S4 |
254-3 |
283-5 |
390-0 |
|
|
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 |
12.7% |
16-6 |
4.0% |
64% |
False |
False |
38,861 |
10 |
438-2 |
385-0 |
53-2 |
12.7% |
15-2 |
3.6% |
64% |
False |
False |
39,112 |
20 |
459-0 |
385-0 |
74-0 |
17.7% |
14-4 |
3.4% |
46% |
False |
False |
36,519 |
40 |
593-0 |
385-0 |
208-0 |
49.6% |
15-3 |
3.7% |
16% |
False |
False |
33,612 |
60 |
643-0 |
385-0 |
258-0 |
61.5% |
15-4 |
3.7% |
13% |
False |
False |
27,543 |
80 |
730-0 |
385-0 |
345-0 |
82.3% |
16-6 |
4.0% |
10% |
False |
False |
24,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
466-6 |
2.618 |
450-1 |
1.618 |
439-7 |
1.000 |
433-4 |
0.618 |
429-5 |
HIGH |
423-2 |
0.618 |
419-3 |
0.500 |
418-1 |
0.382 |
416-7 |
LOW |
413-0 |
0.618 |
406-5 |
1.000 |
402-6 |
1.618 |
396-3 |
2.618 |
386-1 |
4.250 |
369-4 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
418-7 |
425-5 |
PP |
418-4 |
423-4 |
S1 |
418-1 |
421-3 |
|