CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 08-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
454-2 |
443-4 |
-10-6 |
-2.4% |
549-4 |
High |
457-0 |
457-6 |
0-6 |
0.2% |
550-4 |
Low |
445-4 |
438-0 |
-7-4 |
-1.7% |
484-4 |
Close |
445-4 |
455-6 |
10-2 |
2.3% |
484-6 |
Range |
11-4 |
19-6 |
8-2 |
71.7% |
66-0 |
ATR |
18-7 |
18-7 |
0-1 |
0.3% |
0-0 |
Volume |
10,460 |
7,294 |
-3,166 |
-30.3% |
32,748 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
509-6 |
502-4 |
466-5 |
|
R3 |
490-0 |
482-6 |
461-1 |
|
R2 |
470-2 |
470-2 |
459-3 |
|
R1 |
463-0 |
463-0 |
457-4 |
466-5 |
PP |
450-4 |
450-4 |
450-4 |
452-2 |
S1 |
443-2 |
443-2 |
454-0 |
446-7 |
S2 |
430-6 |
430-6 |
452-1 |
|
S3 |
411-0 |
423-4 |
450-3 |
|
S4 |
391-2 |
403-6 |
444-7 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
704-5 |
660-5 |
521-0 |
|
R3 |
638-5 |
594-5 |
502-7 |
|
R2 |
572-5 |
572-5 |
496-7 |
|
R1 |
528-5 |
528-5 |
490-6 |
517-5 |
PP |
506-5 |
506-5 |
506-5 |
501-0 |
S1 |
462-5 |
462-5 |
478-6 |
451-5 |
S2 |
440-5 |
440-5 |
472-5 |
|
S3 |
374-5 |
396-5 |
466-5 |
|
S4 |
308-5 |
330-5 |
448-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
498-0 |
438-0 |
60-0 |
13.2% |
12-3 |
2.7% |
30% |
False |
True |
7,826 |
10 |
593-0 |
438-0 |
155-0 |
34.0% |
12-1 |
2.6% |
11% |
False |
True |
6,455 |
20 |
603-0 |
438-0 |
165-0 |
36.2% |
13-2 |
2.9% |
11% |
False |
True |
6,743 |
40 |
654-0 |
438-0 |
216-0 |
47.4% |
12-5 |
2.8% |
8% |
False |
True |
4,983 |
60 |
708-0 |
438-0 |
270-0 |
59.2% |
13-6 |
3.0% |
7% |
False |
True |
4,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
541-6 |
2.618 |
509-4 |
1.618 |
489-6 |
1.000 |
477-4 |
0.618 |
470-0 |
HIGH |
457-6 |
0.618 |
450-2 |
0.500 |
447-7 |
0.382 |
445-4 |
LOW |
438-0 |
0.618 |
425-6 |
1.000 |
418-2 |
1.618 |
406-0 |
2.618 |
386-2 |
4.250 |
354-0 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
453-1 |
453-3 |
PP |
450-4 |
450-7 |
S1 |
447-7 |
448-4 |
|