CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
441-4 |
417-0 |
-24-4 |
-5.5% |
447-0 |
High |
442-4 |
417-0 |
-25-4 |
-5.8% |
450-4 |
Low |
438-2 |
411-0 |
-27-2 |
-6.2% |
400-0 |
Close |
439-2 |
412-0 |
-27-2 |
-6.2% |
431-6 |
Range |
4-2 |
6-0 |
1-6 |
41.2% |
50-4 |
ATR |
18-3 |
19-1 |
0-6 |
3.8% |
0-0 |
Volume |
3,653 |
10,127 |
6,474 |
177.2% |
27,358 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
431-3 |
427-5 |
415-2 |
|
R3 |
425-3 |
421-5 |
413-5 |
|
R2 |
419-3 |
419-3 |
413-1 |
|
R1 |
415-5 |
415-5 |
412-4 |
414-4 |
PP |
413-3 |
413-3 |
413-3 |
412-6 |
S1 |
409-5 |
409-5 |
411-4 |
408-4 |
S2 |
407-3 |
407-3 |
410-7 |
|
S3 |
401-3 |
403-5 |
410-3 |
|
S4 |
395-3 |
397-5 |
408-6 |
|
|
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 |
11.9% |
11-7 |
2.9% |
24% |
False |
False |
6,946 |
10 |
470-4 |
400-0 |
70-4 |
17.1% |
11-0 |
2.7% |
17% |
False |
False |
6,158 |
20 |
593-0 |
400-0 |
193-0 |
46.8% |
11-4 |
2.8% |
6% |
False |
False |
6,306 |
40 |
633-0 |
400-0 |
233-0 |
56.6% |
11-6 |
2.9% |
5% |
False |
False |
5,688 |
60 |
654-0 |
400-0 |
254-0 |
61.7% |
12-6 |
3.1% |
5% |
False |
False |
5,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
442-4 |
2.618 |
432-6 |
1.618 |
426-6 |
1.000 |
423-0 |
0.618 |
420-6 |
HIGH |
417-0 |
0.618 |
414-6 |
0.500 |
414-0 |
0.382 |
413-2 |
LOW |
411-0 |
0.618 |
407-2 |
1.000 |
405-0 |
1.618 |
401-2 |
2.618 |
395-2 |
4.250 |
385-4 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
414-0 |
430-0 |
PP |
413-3 |
424-0 |
S1 |
412-5 |
418-0 |
|