CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
591-0 |
580-0 |
-11-0 |
-1.9% |
583-0 |
| High |
594-4 |
603-0 |
8-4 |
1.4% |
594-4 |
| Low |
579-6 |
580-0 |
0-2 |
0.0% |
563-4 |
| Close |
594-4 |
592-0 |
-2-4 |
-0.4% |
594-4 |
| Range |
14-6 |
23-0 |
8-2 |
55.9% |
31-0 |
| ATR |
16-6 |
17-2 |
0-4 |
2.7% |
0-0 |
| Volume |
7,718 |
5,267 |
-2,451 |
-31.8% |
22,409 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
660-5 |
649-3 |
604-5 |
|
| R3 |
637-5 |
626-3 |
598-3 |
|
| R2 |
614-5 |
614-5 |
596-2 |
|
| R1 |
603-3 |
603-3 |
594-1 |
609-0 |
| PP |
591-5 |
591-5 |
591-5 |
594-4 |
| S1 |
580-3 |
580-3 |
589-7 |
586-0 |
| S2 |
568-5 |
568-5 |
587-6 |
|
| S3 |
545-5 |
557-3 |
585-5 |
|
| S4 |
522-5 |
534-3 |
579-3 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677-1 |
666-7 |
611-4 |
|
| R3 |
646-1 |
635-7 |
603-0 |
|
| R2 |
615-1 |
615-1 |
600-1 |
|
| R1 |
604-7 |
604-7 |
597-3 |
610-0 |
| PP |
584-1 |
584-1 |
584-1 |
586-6 |
| S1 |
573-7 |
573-7 |
591-5 |
579-0 |
| S2 |
553-1 |
553-1 |
588-7 |
|
| S3 |
522-1 |
542-7 |
586-0 |
|
| S4 |
491-1 |
511-7 |
577-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
700-6 |
|
2.618 |
663-2 |
|
1.618 |
640-2 |
|
1.000 |
626-0 |
|
0.618 |
617-2 |
|
HIGH |
603-0 |
|
0.618 |
594-2 |
|
0.500 |
591-4 |
|
0.382 |
588-6 |
|
LOW |
580-0 |
|
0.618 |
565-6 |
|
1.000 |
557-0 |
|
1.618 |
542-6 |
|
2.618 |
519-6 |
|
4.250 |
482-2 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
591-7 |
589-1 |
| PP |
591-5 |
586-1 |
| S1 |
591-4 |
583-2 |
|