CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
417-6 |
442-4 |
24-6 |
5.9% |
447-0 |
High |
435-0 |
449-0 |
14-0 |
3.2% |
450-4 |
Low |
417-6 |
436-0 |
18-2 |
4.4% |
400-0 |
Close |
431-6 |
448-0 |
16-2 |
3.8% |
431-6 |
Range |
17-2 |
13-0 |
-4-2 |
-24.6% |
50-4 |
ATR |
19-1 |
19-0 |
-0-1 |
-0.7% |
0-0 |
Volume |
9,281 |
6,948 |
-2,333 |
-25.1% |
27,358 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
483-3 |
478-5 |
455-1 |
|
R3 |
470-3 |
465-5 |
451-5 |
|
R2 |
457-3 |
457-3 |
450-3 |
|
R1 |
452-5 |
452-5 |
449-2 |
455-0 |
PP |
444-3 |
444-3 |
444-3 |
445-4 |
S1 |
439-5 |
439-5 |
446-6 |
442-0 |
S2 |
431-3 |
431-3 |
445-5 |
|
S3 |
418-3 |
426-5 |
444-3 |
|
S4 |
405-3 |
413-5 |
440-7 |
|
|
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 |
11.3% |
15-6 |
3.5% |
95% |
False |
False |
6,372 |
10 |
470-4 |
400-0 |
70-4 |
15.7% |
13-0 |
2.9% |
68% |
False |
False |
6,555 |
20 |
600-0 |
400-0 |
200-0 |
44.6% |
12-0 |
2.7% |
24% |
False |
False |
6,052 |
40 |
654-0 |
400-0 |
254-0 |
56.7% |
12-2 |
2.7% |
19% |
False |
False |
5,424 |
60 |
654-0 |
400-0 |
254-0 |
56.7% |
13-0 |
2.9% |
19% |
False |
False |
4,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
504-2 |
2.618 |
483-0 |
1.618 |
470-0 |
1.000 |
462-0 |
0.618 |
457-0 |
HIGH |
449-0 |
0.618 |
444-0 |
0.500 |
442-4 |
0.382 |
441-0 |
LOW |
436-0 |
0.618 |
428-0 |
1.000 |
423-0 |
1.618 |
415-0 |
2.618 |
402-0 |
4.250 |
380-6 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
446-1 |
440-1 |
PP |
444-3 |
432-3 |
S1 |
442-4 |
424-4 |
|