CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
586-4 |
581-4 |
-5-0 |
-0.9% |
584-0 |
High |
593-0 |
581-6 |
-11-2 |
-1.9% |
600-0 |
Low |
586-4 |
570-2 |
-16-2 |
-2.8% |
570-2 |
Close |
587-2 |
572-4 |
-14-6 |
-2.5% |
572-4 |
Range |
6-4 |
11-4 |
5-0 |
76.9% |
29-6 |
ATR |
17-4 |
17-4 |
0-0 |
-0.2% |
0-0 |
Volume |
3,290 |
2,939 |
-351 |
-10.7% |
18,516 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
609-3 |
602-3 |
578-7 |
|
R3 |
597-7 |
590-7 |
575-5 |
|
R2 |
586-3 |
586-3 |
574-5 |
|
R1 |
579-3 |
579-3 |
573-4 |
577-1 |
PP |
574-7 |
574-7 |
574-7 |
573-6 |
S1 |
567-7 |
567-7 |
571-4 |
565-5 |
S2 |
563-3 |
563-3 |
570-3 |
|
S3 |
551-7 |
556-3 |
569-3 |
|
S4 |
540-3 |
544-7 |
566-1 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-1 |
651-1 |
588-7 |
|
R3 |
640-3 |
621-3 |
580-5 |
|
R2 |
610-5 |
610-5 |
578-0 |
|
R1 |
591-5 |
591-5 |
575-2 |
586-2 |
PP |
580-7 |
580-7 |
580-7 |
578-2 |
S1 |
561-7 |
561-7 |
569-6 |
556-4 |
S2 |
551-1 |
551-1 |
567-0 |
|
S3 |
521-3 |
532-1 |
564-3 |
|
S4 |
491-5 |
502-3 |
556-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
600-0 |
570-2 |
29-6 |
5.2% |
9-0 |
1.6% |
8% |
False |
True |
3,703 |
10 |
603-0 |
550-4 |
52-4 |
9.2% |
14-3 |
2.5% |
42% |
False |
False |
6,562 |
20 |
629-0 |
550-4 |
78-4 |
13.7% |
12-1 |
2.1% |
28% |
False |
False |
5,161 |
40 |
654-0 |
541-0 |
113-0 |
19.7% |
13-2 |
2.3% |
28% |
False |
False |
4,439 |
60 |
807-0 |
541-0 |
266-0 |
46.5% |
13-2 |
2.3% |
12% |
False |
False |
4,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
630-5 |
2.618 |
611-7 |
1.618 |
600-3 |
1.000 |
593-2 |
0.618 |
588-7 |
HIGH |
581-6 |
0.618 |
577-3 |
0.500 |
576-0 |
0.382 |
574-5 |
LOW |
570-2 |
0.618 |
563-1 |
1.000 |
558-6 |
1.618 |
551-5 |
2.618 |
540-1 |
4.250 |
521-3 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
576-0 |
585-1 |
PP |
574-7 |
580-7 |
S1 |
573-5 |
576-6 |
|