CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
431-0 |
413-0 |
-18-0 |
-4.2% |
455-0 |
High |
434-0 |
419-0 |
-15-0 |
-3.5% |
470-4 |
Low |
414-4 |
400-0 |
-14-4 |
-3.5% |
437-4 |
Close |
417-0 |
412-4 |
-4-4 |
-1.1% |
437-4 |
Range |
19-4 |
19-0 |
-0-4 |
-2.6% |
33-0 |
ATR |
18-7 |
18-7 |
0-0 |
0.0% |
0-0 |
Volume |
4,965 |
4,723 |
-242 |
-4.9% |
39,074 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467-4 |
459-0 |
423-0 |
|
R3 |
448-4 |
440-0 |
417-6 |
|
R2 |
429-4 |
429-4 |
416-0 |
|
R1 |
421-0 |
421-0 |
414-2 |
415-6 |
PP |
410-4 |
410-4 |
410-4 |
407-7 |
S1 |
402-0 |
402-0 |
410-6 |
396-6 |
S2 |
391-4 |
391-4 |
409-0 |
|
S3 |
372-4 |
383-0 |
407-2 |
|
S4 |
353-4 |
364-0 |
402-0 |
|
|
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 |
450-4 |
400-0 |
50-4 |
12.2% |
11-6 |
2.9% |
25% |
False |
True |
5,200 |
10 |
498-0 |
400-0 |
98-0 |
23.8% |
11-6 |
2.9% |
13% |
False |
True |
6,577 |
20 |
600-0 |
400-0 |
200-0 |
48.5% |
11-2 |
2.7% |
6% |
False |
True |
6,192 |
40 |
654-0 |
400-0 |
254-0 |
61.6% |
11-7 |
2.9% |
5% |
False |
True |
5,129 |
60 |
654-0 |
400-0 |
254-0 |
61.6% |
12-7 |
3.1% |
5% |
False |
True |
4,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
499-6 |
2.618 |
468-6 |
1.618 |
449-6 |
1.000 |
438-0 |
0.618 |
430-6 |
HIGH |
419-0 |
0.618 |
411-6 |
0.500 |
409-4 |
0.382 |
407-2 |
LOW |
400-0 |
0.618 |
388-2 |
1.000 |
381-0 |
1.618 |
369-2 |
2.618 |
350-2 |
4.250 |
319-2 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
411-4 |
425-2 |
PP |
410-4 |
421-0 |
S1 |
409-4 |
416-6 |
|