CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
447-0 |
450-4 |
3-4 |
0.8% |
455-0 |
High |
450-2 |
450-4 |
0-2 |
0.1% |
470-4 |
Low |
440-0 |
440-2 |
0-2 |
0.1% |
437-4 |
Close |
441-2 |
440-6 |
-0-4 |
-0.1% |
437-4 |
Range |
10-2 |
10-2 |
0-0 |
0.0% |
33-0 |
ATR |
19-0 |
18-3 |
-0-5 |
-3.3% |
0-0 |
Volume |
2,444 |
5,945 |
3,501 |
143.2% |
39,074 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-5 |
467-7 |
446-3 |
|
R3 |
464-3 |
457-5 |
443-5 |
|
R2 |
454-1 |
454-1 |
442-5 |
|
R1 |
447-3 |
447-3 |
441-6 |
445-5 |
PP |
443-7 |
443-7 |
443-7 |
443-0 |
S1 |
437-1 |
437-1 |
439-6 |
435-3 |
S2 |
433-5 |
433-5 |
438-7 |
|
S3 |
423-3 |
426-7 |
437-7 |
|
S4 |
413-1 |
416-5 |
435-1 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
547-4 |
525-4 |
455-5 |
|
R3 |
514-4 |
492-4 |
446-5 |
|
R2 |
481-4 |
481-4 |
443-4 |
|
R1 |
459-4 |
459-4 |
440-4 |
454-0 |
PP |
448-4 |
448-4 |
448-4 |
445-6 |
S1 |
426-4 |
426-4 |
434-4 |
421-0 |
S2 |
415-4 |
415-4 |
431-4 |
|
S3 |
382-4 |
393-4 |
428-3 |
|
S4 |
349-4 |
360-4 |
419-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
470-4 |
437-4 |
33-0 |
7.5% |
10-0 |
2.3% |
10% |
False |
False |
5,835 |
10 |
526-2 |
437-4 |
88-6 |
20.1% |
10-3 |
2.4% |
4% |
False |
False |
7,079 |
20 |
600-0 |
437-4 |
162-4 |
36.9% |
12-2 |
2.8% |
2% |
False |
False |
6,481 |
40 |
654-0 |
437-4 |
216-4 |
49.1% |
11-4 |
2.6% |
2% |
False |
False |
4,988 |
60 |
654-0 |
437-4 |
216-4 |
49.1% |
13-0 |
2.9% |
2% |
False |
False |
4,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
494-0 |
2.618 |
477-3 |
1.618 |
467-1 |
1.000 |
460-6 |
0.618 |
456-7 |
HIGH |
450-4 |
0.618 |
446-5 |
0.500 |
445-3 |
0.382 |
444-1 |
LOW |
440-2 |
0.618 |
433-7 |
1.000 |
430-0 |
1.618 |
423-5 |
2.618 |
413-3 |
4.250 |
396-6 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
445-3 |
444-0 |
PP |
443-7 |
442-7 |
S1 |
442-2 |
441-7 |
|