CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
418-4 |
416-0 |
-2-4 |
-0.6% |
389-0 |
High |
423-2 |
433-0 |
9-6 |
2.3% |
438-2 |
Low |
413-0 |
416-0 |
3-0 |
0.7% |
385-0 |
Close |
419-2 |
420-6 |
1-4 |
0.4% |
419-2 |
Range |
10-2 |
17-0 |
6-6 |
65.9% |
53-2 |
ATR |
20-2 |
20-0 |
-0-2 |
-1.2% |
0-0 |
Volume |
49,647 |
66,664 |
17,017 |
34.3% |
194,306 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-2 |
464-4 |
430-1 |
|
R3 |
457-2 |
447-4 |
425-3 |
|
R2 |
440-2 |
440-2 |
423-7 |
|
R1 |
430-4 |
430-4 |
422-2 |
435-3 |
PP |
423-2 |
423-2 |
423-2 |
425-6 |
S1 |
413-4 |
413-4 |
419-2 |
418-3 |
S2 |
406-2 |
406-2 |
417-5 |
|
S3 |
389-2 |
396-4 |
416-1 |
|
S4 |
372-2 |
379-4 |
411-3 |
|
|
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 |
403-0 |
35-2 |
8.4% |
16-5 |
3.9% |
50% |
False |
False |
44,709 |
10 |
438-2 |
385-0 |
53-2 |
12.7% |
15-5 |
3.7% |
67% |
False |
False |
43,130 |
20 |
459-0 |
385-0 |
74-0 |
17.6% |
15-0 |
3.6% |
48% |
False |
False |
38,840 |
40 |
593-0 |
385-0 |
208-0 |
49.4% |
15-4 |
3.7% |
17% |
False |
False |
34,804 |
60 |
643-0 |
385-0 |
258-0 |
61.3% |
15-5 |
3.7% |
14% |
False |
False |
28,491 |
80 |
710-4 |
385-0 |
325-4 |
77.4% |
16-6 |
4.0% |
11% |
False |
False |
25,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
505-2 |
2.618 |
477-4 |
1.618 |
460-4 |
1.000 |
450-0 |
0.618 |
443-4 |
HIGH |
433-0 |
0.618 |
426-4 |
0.500 |
424-4 |
0.382 |
422-4 |
LOW |
416-0 |
0.618 |
405-4 |
1.000 |
399-0 |
1.618 |
388-4 |
2.618 |
371-4 |
4.250 |
343-6 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
424-4 |
423-6 |
PP |
423-2 |
422-6 |
S1 |
422-0 |
421-6 |
|