CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
600-0 |
586-4 |
-13-4 |
-2.3% |
580-0 |
High |
600-0 |
593-0 |
-7-0 |
-1.2% |
603-0 |
Low |
588-0 |
586-4 |
-1-4 |
-0.3% |
550-4 |
Close |
592-2 |
587-2 |
-5-0 |
-0.8% |
569-4 |
Range |
12-0 |
6-4 |
-5-4 |
-45.8% |
52-4 |
ATR |
18-3 |
17-4 |
-0-7 |
-4.6% |
0-0 |
Volume |
2,769 |
3,290 |
521 |
18.8% |
47,104 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
608-3 |
604-3 |
590-7 |
|
R3 |
601-7 |
597-7 |
589-0 |
|
R2 |
595-3 |
595-3 |
588-4 |
|
R1 |
591-3 |
591-3 |
587-7 |
593-3 |
PP |
588-7 |
588-7 |
588-7 |
590-0 |
S1 |
584-7 |
584-7 |
586-5 |
586-7 |
S2 |
582-3 |
582-3 |
586-0 |
|
S3 |
575-7 |
578-3 |
585-4 |
|
S4 |
569-3 |
571-7 |
583-5 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
600-0 |
564-0 |
36-0 |
6.1% |
8-1 |
1.4% |
65% |
False |
False |
6,200 |
10 |
603-0 |
550-4 |
52-4 |
8.9% |
14-5 |
2.5% |
70% |
False |
False |
7,039 |
20 |
629-0 |
550-4 |
78-4 |
13.4% |
11-7 |
2.0% |
47% |
False |
False |
5,119 |
40 |
654-0 |
541-0 |
113-0 |
19.2% |
13-2 |
2.3% |
41% |
False |
False |
4,479 |
60 |
807-0 |
541-0 |
266-0 |
45.3% |
13-5 |
2.3% |
17% |
False |
False |
4,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
620-5 |
2.618 |
610-0 |
1.618 |
603-4 |
1.000 |
599-4 |
0.618 |
597-0 |
HIGH |
593-0 |
0.618 |
590-4 |
0.500 |
589-6 |
0.382 |
589-0 |
LOW |
586-4 |
0.618 |
582-4 |
1.000 |
580-0 |
1.618 |
576-0 |
2.618 |
569-4 |
4.250 |
558-7 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
589-6 |
590-3 |
PP |
588-7 |
589-3 |
S1 |
588-1 |
588-2 |
|