CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 24-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
581-4 |
600-0 |
18-4 |
3.2% |
580-0 |
High |
589-4 |
600-0 |
10-4 |
1.8% |
603-0 |
Low |
580-6 |
588-0 |
7-2 |
1.2% |
550-4 |
Close |
589-2 |
592-2 |
3-0 |
0.5% |
569-4 |
Range |
8-6 |
12-0 |
3-2 |
37.1% |
52-4 |
ATR |
18-7 |
18-3 |
-0-4 |
-2.6% |
0-0 |
Volume |
5,929 |
2,769 |
-3,160 |
-53.3% |
47,104 |
|
Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
629-3 |
622-7 |
598-7 |
|
R3 |
617-3 |
610-7 |
595-4 |
|
R2 |
605-3 |
605-3 |
594-4 |
|
R1 |
598-7 |
598-7 |
593-3 |
596-1 |
PP |
593-3 |
593-3 |
593-3 |
592-0 |
S1 |
586-7 |
586-7 |
591-1 |
584-1 |
S2 |
581-3 |
581-3 |
590-0 |
|
S3 |
569-3 |
574-7 |
589-0 |
|
S4 |
557-3 |
562-7 |
585-5 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
731-7 |
703-1 |
598-3 |
|
R3 |
679-3 |
650-5 |
584-0 |
|
R2 |
626-7 |
626-7 |
579-1 |
|
R1 |
598-1 |
598-1 |
574-2 |
586-2 |
PP |
574-3 |
574-3 |
574-3 |
568-3 |
S1 |
545-5 |
545-5 |
564-6 |
533-6 |
S2 |
521-7 |
521-7 |
559-7 |
|
S3 |
469-3 |
493-1 |
555-0 |
|
S4 |
416-7 |
440-5 |
540-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
651-0 |
2.618 |
631-3 |
1.618 |
619-3 |
1.000 |
612-0 |
0.618 |
607-3 |
HIGH |
600-0 |
0.618 |
595-3 |
0.500 |
594-0 |
0.382 |
592-5 |
LOW |
588-0 |
0.618 |
580-5 |
1.000 |
576-0 |
1.618 |
568-5 |
2.618 |
556-5 |
4.250 |
537-0 |
|
|
Fisher Pivots for day following 24-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
594-0 |
591-5 |
PP |
593-3 |
591-0 |
S1 |
592-7 |
590-3 |
|