CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
442-4 |
441-4 |
-1-0 |
-0.2% |
447-0 |
High |
449-0 |
442-4 |
-6-4 |
-1.4% |
450-4 |
Low |
436-0 |
438-2 |
2-2 |
0.5% |
400-0 |
Close |
448-0 |
439-2 |
-8-6 |
-2.0% |
431-6 |
Range |
13-0 |
4-2 |
-8-6 |
-67.3% |
50-4 |
ATR |
19-0 |
18-3 |
-0-5 |
-3.5% |
0-0 |
Volume |
6,948 |
3,653 |
-3,295 |
-47.4% |
27,358 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
452-6 |
450-2 |
441-5 |
|
R3 |
448-4 |
446-0 |
440-3 |
|
R2 |
444-2 |
444-2 |
440-0 |
|
R1 |
441-6 |
441-6 |
439-5 |
440-7 |
PP |
440-0 |
440-0 |
440-0 |
439-4 |
S1 |
437-4 |
437-4 |
438-7 |
436-5 |
S2 |
435-6 |
435-6 |
438-4 |
|
S3 |
431-4 |
433-2 |
438-1 |
|
S4 |
427-2 |
429-0 |
436-7 |
|
|
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 |
449-0 |
400-0 |
49-0 |
11.2% |
14-5 |
3.3% |
80% |
False |
False |
5,914 |
10 |
470-4 |
400-0 |
70-4 |
16.1% |
12-3 |
2.8% |
56% |
False |
False |
5,874 |
20 |
600-0 |
400-0 |
200-0 |
45.5% |
11-6 |
2.7% |
20% |
False |
False |
5,938 |
40 |
633-0 |
400-0 |
233-0 |
53.0% |
11-7 |
2.7% |
17% |
False |
False |
5,491 |
60 |
654-0 |
400-0 |
254-0 |
57.8% |
13-0 |
3.0% |
15% |
False |
False |
4,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
460-4 |
2.618 |
453-5 |
1.618 |
449-3 |
1.000 |
446-6 |
0.618 |
445-1 |
HIGH |
442-4 |
0.618 |
440-7 |
0.500 |
440-3 |
0.382 |
439-7 |
LOW |
438-2 |
0.618 |
435-5 |
1.000 |
434-0 |
1.618 |
431-3 |
2.618 |
427-1 |
4.250 |
420-2 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
440-3 |
437-2 |
PP |
440-0 |
435-3 |
S1 |
439-5 |
433-3 |
|