CME Pit-Traded Corn Future March 2009
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
400-0 |
402-4 |
2-4 |
0.6% |
416-0 |
High |
404-0 |
403-4 |
-0-4 |
-0.1% |
438-4 |
Low |
392-6 |
391-0 |
-1-6 |
-0.4% |
392-4 |
Close |
393-4 |
401-4 |
8-0 |
2.0% |
393-4 |
Range |
11-2 |
12-4 |
1-2 |
11.1% |
46-0 |
ATR |
19-2 |
18-6 |
-0-4 |
-2.5% |
0-0 |
Volume |
69,089 |
48,395 |
-20,694 |
-30.0% |
243,874 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
436-1 |
431-3 |
408-3 |
|
R3 |
423-5 |
418-7 |
405-0 |
|
R2 |
411-1 |
411-1 |
403-6 |
|
R1 |
406-3 |
406-3 |
402-5 |
402-4 |
PP |
398-5 |
398-5 |
398-5 |
396-6 |
S1 |
393-7 |
393-7 |
400-3 |
390-0 |
S2 |
386-1 |
386-1 |
399-2 |
|
S3 |
373-5 |
381-3 |
398-0 |
|
S4 |
361-1 |
368-7 |
394-5 |
|
|
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 |
391-0 |
47-4 |
11.8% |
13-1 |
3.3% |
22% |
False |
True |
45,121 |
10 |
438-4 |
391-0 |
47-4 |
11.8% |
14-7 |
3.7% |
22% |
False |
True |
44,915 |
20 |
441-0 |
385-0 |
56-0 |
13.9% |
15-3 |
3.8% |
29% |
False |
False |
40,409 |
40 |
590-4 |
385-0 |
205-4 |
51.2% |
15-3 |
3.8% |
8% |
False |
False |
37,542 |
60 |
643-0 |
385-0 |
258-0 |
64.3% |
15-0 |
3.7% |
6% |
False |
False |
30,421 |
80 |
643-0 |
385-0 |
258-0 |
64.3% |
16-1 |
4.0% |
6% |
False |
False |
26,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
456-5 |
2.618 |
436-2 |
1.618 |
423-6 |
1.000 |
416-0 |
0.618 |
411-2 |
HIGH |
403-4 |
0.618 |
398-6 |
0.500 |
397-2 |
0.382 |
395-6 |
LOW |
391-0 |
0.618 |
383-2 |
1.000 |
378-4 |
1.618 |
370-6 |
2.618 |
358-2 |
4.250 |
337-7 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
400-1 |
400-1 |
PP |
398-5 |
398-7 |
S1 |
397-2 |
397-4 |
|