CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
413-0 |
417-6 |
4-6 |
1.2% |
447-0 |
High |
419-0 |
435-0 |
16-0 |
3.8% |
450-4 |
Low |
400-0 |
417-6 |
17-6 |
4.4% |
400-0 |
Close |
412-4 |
431-6 |
19-2 |
4.7% |
431-6 |
Range |
19-0 |
17-2 |
-1-6 |
-9.2% |
50-4 |
ATR |
18-7 |
19-1 |
0-2 |
1.4% |
0-0 |
Volume |
4,723 |
9,281 |
4,558 |
96.5% |
27,358 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
479-7 |
473-1 |
441-2 |
|
R3 |
462-5 |
455-7 |
436-4 |
|
R2 |
445-3 |
445-3 |
434-7 |
|
R1 |
438-5 |
438-5 |
433-3 |
442-0 |
PP |
428-1 |
428-1 |
428-1 |
429-7 |
S1 |
421-3 |
421-3 |
430-1 |
424-6 |
S2 |
410-7 |
410-7 |
428-5 |
|
S3 |
393-5 |
404-1 |
427-0 |
|
S4 |
376-3 |
386-7 |
422-2 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
578-7 |
555-7 |
459-4 |
|
R3 |
528-3 |
505-3 |
445-5 |
|
R2 |
477-7 |
477-7 |
441-0 |
|
R1 |
454-7 |
454-7 |
436-3 |
441-1 |
PP |
427-3 |
427-3 |
427-3 |
420-4 |
S1 |
404-3 |
404-3 |
427-1 |
390-5 |
S2 |
376-7 |
376-7 |
422-4 |
|
S3 |
326-3 |
353-7 |
417-7 |
|
S4 |
275-7 |
303-3 |
404-0 |
|
|
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 |
11.7% |
15-2 |
3.5% |
63% |
False |
False |
5,471 |
10 |
470-4 |
400-0 |
70-4 |
16.3% |
12-1 |
2.8% |
45% |
False |
False |
6,643 |
20 |
600-0 |
400-0 |
200-0 |
46.3% |
11-6 |
2.7% |
16% |
False |
False |
5,884 |
40 |
654-0 |
400-0 |
254-0 |
58.8% |
12-1 |
2.8% |
13% |
False |
False |
5,299 |
60 |
654-0 |
400-0 |
254-0 |
58.8% |
13-0 |
3.0% |
13% |
False |
False |
4,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
508-2 |
2.618 |
480-1 |
1.618 |
462-7 |
1.000 |
452-2 |
0.618 |
445-5 |
HIGH |
435-0 |
0.618 |
428-3 |
0.500 |
426-3 |
0.382 |
424-3 |
LOW |
417-6 |
0.618 |
407-1 |
1.000 |
400-4 |
1.618 |
389-7 |
2.618 |
372-5 |
4.250 |
344-4 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
430-0 |
427-0 |
PP |
428-1 |
422-2 |
S1 |
426-3 |
417-4 |
|