CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 04-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
416-0 |
430-0 |
14-0 |
3.4% |
389-0 |
High |
433-0 |
438-4 |
5-4 |
1.3% |
438-2 |
Low |
416-0 |
430-0 |
14-0 |
3.4% |
385-0 |
Close |
420-6 |
430-6 |
10-0 |
2.4% |
419-2 |
Range |
17-0 |
8-4 |
-8-4 |
-50.0% |
53-2 |
ATR |
20-0 |
19-7 |
-0-1 |
-0.8% |
0-0 |
Volume |
66,664 |
32,679 |
-33,985 |
-51.0% |
194,306 |
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458-5 |
453-1 |
435-3 |
|
R3 |
450-1 |
444-5 |
433-1 |
|
R2 |
441-5 |
441-5 |
432-2 |
|
R1 |
436-1 |
436-1 |
431-4 |
438-7 |
PP |
433-1 |
433-1 |
433-1 |
434-4 |
S1 |
427-5 |
427-5 |
430-0 |
430-3 |
S2 |
424-5 |
424-5 |
429-2 |
|
S3 |
416-1 |
419-1 |
428-3 |
|
S4 |
407-5 |
410-5 |
426-1 |
|
|
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 |
438-4 |
413-0 |
25-4 |
5.9% |
13-6 |
3.2% |
70% |
True |
False |
44,510 |
10 |
438-4 |
385-0 |
53-4 |
12.4% |
15-4 |
3.6% |
86% |
True |
False |
44,706 |
20 |
459-0 |
385-0 |
74-0 |
17.2% |
14-5 |
3.4% |
62% |
False |
False |
37,564 |
40 |
593-0 |
385-0 |
208-0 |
48.3% |
15-3 |
3.6% |
22% |
False |
False |
35,382 |
60 |
643-0 |
385-0 |
258-0 |
59.9% |
15-5 |
3.6% |
18% |
False |
False |
28,606 |
80 |
706-0 |
385-0 |
321-0 |
74.5% |
16-5 |
3.9% |
14% |
False |
False |
25,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
474-5 |
2.618 |
460-6 |
1.618 |
452-2 |
1.000 |
447-0 |
0.618 |
443-6 |
HIGH |
438-4 |
0.618 |
435-2 |
0.500 |
434-2 |
0.382 |
433-2 |
LOW |
430-0 |
0.618 |
424-6 |
1.000 |
421-4 |
1.618 |
416-2 |
2.618 |
407-6 |
4.250 |
393-7 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
434-2 |
429-1 |
PP |
433-1 |
427-3 |
S1 |
431-7 |
425-6 |
|