CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
432-4 |
398-4 |
-34-0 |
-7.9% |
389-0 |
High |
432-4 |
401-2 |
-31-2 |
-7.2% |
438-2 |
Low |
408-0 |
392-4 |
-15-4 |
-3.8% |
385-0 |
Close |
408-0 |
395-4 |
-12-4 |
-3.1% |
419-2 |
Range |
24-4 |
8-6 |
-15-6 |
-64.3% |
53-2 |
ATR |
20-2 |
19-7 |
-0-3 |
-1.7% |
0-0 |
Volume |
34,125 |
41,317 |
7,192 |
21.1% |
194,306 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422-5 |
417-7 |
400-2 |
|
R3 |
413-7 |
409-1 |
397-7 |
|
R2 |
405-1 |
405-1 |
397-1 |
|
R1 |
400-3 |
400-3 |
396-2 |
398-3 |
PP |
396-3 |
396-3 |
396-3 |
395-4 |
S1 |
391-5 |
391-5 |
394-6 |
389-5 |
S2 |
387-5 |
387-5 |
393-7 |
|
S3 |
378-7 |
382-7 |
393-1 |
|
S4 |
370-1 |
374-1 |
390-6 |
|
|
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 |
392-4 |
46-0 |
11.6% |
13-6 |
3.5% |
7% |
False |
True |
44,886 |
10 |
438-4 |
385-0 |
53-4 |
13.5% |
16-2 |
4.1% |
20% |
False |
False |
40,984 |
20 |
441-0 |
385-0 |
56-0 |
14.2% |
14-6 |
3.7% |
19% |
False |
False |
36,796 |
40 |
593-0 |
385-0 |
208-0 |
52.6% |
15-7 |
4.0% |
5% |
False |
False |
35,597 |
60 |
643-0 |
385-0 |
258-0 |
65.2% |
15-3 |
3.9% |
4% |
False |
False |
29,001 |
80 |
697-0 |
385-0 |
312-0 |
78.9% |
16-4 |
4.2% |
3% |
False |
False |
25,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438-4 |
2.618 |
424-1 |
1.618 |
415-3 |
1.000 |
410-0 |
0.618 |
406-5 |
HIGH |
401-2 |
0.618 |
397-7 |
0.500 |
396-7 |
0.382 |
395-7 |
LOW |
392-4 |
0.618 |
387-1 |
1.000 |
383-6 |
1.618 |
378-3 |
2.618 |
369-5 |
4.250 |
355-2 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
396-7 |
415-4 |
PP |
396-3 |
408-7 |
S1 |
396-0 |
402-1 |
|