CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
549-4 |
541-4 |
-8-0 |
-1.5% |
584-0 |
High |
550-4 |
541-4 |
-9-0 |
-1.6% |
600-0 |
Low |
542-4 |
520-0 |
-22-4 |
-4.1% |
570-2 |
Close |
542-4 |
518-4 |
-24-0 |
-4.4% |
572-4 |
Range |
8-0 |
21-4 |
13-4 |
168.8% |
29-6 |
ATR |
18-3 |
18-5 |
0-2 |
1.6% |
0-0 |
Volume |
4,707 |
4,705 |
-2 |
0.0% |
18,516 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
591-1 |
576-3 |
530-3 |
|
R3 |
569-5 |
554-7 |
524-3 |
|
R2 |
548-1 |
548-1 |
522-4 |
|
R1 |
533-3 |
533-3 |
520-4 |
530-0 |
PP |
526-5 |
526-5 |
526-5 |
525-0 |
S1 |
511-7 |
511-7 |
516-4 |
508-4 |
S2 |
505-1 |
505-1 |
514-4 |
|
S3 |
483-5 |
490-3 |
512-5 |
|
S4 |
462-1 |
468-7 |
506-5 |
|
|
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 |
520-0 |
80-0 |
15.4% |
11-7 |
2.3% |
-2% |
False |
True |
3,682 |
10 |
600-0 |
520-0 |
80-0 |
15.4% |
14-1 |
2.7% |
-2% |
False |
True |
5,882 |
20 |
603-0 |
520-0 |
83-0 |
16.0% |
12-2 |
2.4% |
-2% |
False |
True |
5,370 |
40 |
654-0 |
520-0 |
134-0 |
25.8% |
13-1 |
2.5% |
-1% |
False |
True |
4,451 |
60 |
751-0 |
520-0 |
231-0 |
44.6% |
13-4 |
2.6% |
-1% |
False |
True |
4,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
632-7 |
2.618 |
597-6 |
1.618 |
576-2 |
1.000 |
563-0 |
0.618 |
554-6 |
HIGH |
541-4 |
0.618 |
533-2 |
0.500 |
530-6 |
0.382 |
528-2 |
LOW |
520-0 |
0.618 |
506-6 |
1.000 |
498-4 |
1.618 |
485-2 |
2.618 |
463-6 |
4.250 |
428-5 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
530-6 |
550-7 |
PP |
526-5 |
540-1 |
S1 |
522-5 |
529-2 |
|