CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
398-4 |
400-0 |
1-4 |
0.4% |
416-0 |
High |
401-2 |
404-0 |
2-6 |
0.7% |
438-4 |
Low |
392-4 |
392-6 |
0-2 |
0.1% |
392-4 |
Close |
395-4 |
393-4 |
-2-0 |
-0.5% |
393-4 |
Range |
8-6 |
11-2 |
2-4 |
28.6% |
46-0 |
ATR |
19-7 |
19-2 |
-0-5 |
-3.1% |
0-0 |
Volume |
41,317 |
69,089 |
27,772 |
67.2% |
243,874 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
430-4 |
423-2 |
399-6 |
|
R3 |
419-2 |
412-0 |
396-5 |
|
R2 |
408-0 |
408-0 |
395-4 |
|
R1 |
400-6 |
400-6 |
394-4 |
398-6 |
PP |
396-6 |
396-6 |
396-6 |
395-6 |
S1 |
389-4 |
389-4 |
392-4 |
387-4 |
S2 |
385-4 |
385-4 |
391-4 |
|
S3 |
374-2 |
378-2 |
390-3 |
|
S4 |
363-0 |
367-0 |
387-2 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
546-1 |
515-7 |
418-6 |
|
R3 |
500-1 |
469-7 |
406-1 |
|
R2 |
454-1 |
454-1 |
401-7 |
|
R1 |
423-7 |
423-7 |
397-6 |
416-0 |
PP |
408-1 |
408-1 |
408-1 |
404-2 |
S1 |
377-7 |
377-7 |
389-2 |
370-0 |
S2 |
362-1 |
362-1 |
385-1 |
|
S3 |
316-1 |
331-7 |
380-7 |
|
S4 |
270-1 |
285-7 |
368-2 |
|
|
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 |
11.7% |
14-0 |
3.6% |
2% |
False |
False |
48,774 |
10 |
438-4 |
385-0 |
53-4 |
13.6% |
15-3 |
3.9% |
16% |
False |
False |
43,818 |
20 |
441-0 |
385-0 |
56-0 |
14.2% |
15-2 |
3.9% |
15% |
False |
False |
38,601 |
40 |
593-0 |
385-0 |
208-0 |
52.9% |
15-6 |
4.0% |
4% |
False |
False |
36,928 |
60 |
643-0 |
385-0 |
258-0 |
65.6% |
15-0 |
3.8% |
3% |
False |
False |
29,883 |
80 |
673-0 |
385-0 |
288-0 |
73.2% |
16-3 |
4.1% |
3% |
False |
False |
26,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
451-6 |
2.618 |
433-4 |
1.618 |
422-2 |
1.000 |
415-2 |
0.618 |
411-0 |
HIGH |
404-0 |
0.618 |
399-6 |
0.500 |
398-3 |
0.382 |
397-0 |
LOW |
392-6 |
0.618 |
385-6 |
1.000 |
381-4 |
1.618 |
374-4 |
2.618 |
363-2 |
4.250 |
345-0 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
398-3 |
412-4 |
PP |
396-6 |
406-1 |
S1 |
395-1 |
399-7 |
|