CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
417-0 |
410-6 |
-6-2 |
-1.5% |
447-0 |
High |
417-0 |
428-2 |
11-2 |
2.7% |
450-4 |
Low |
411-0 |
410-6 |
-0-2 |
-0.1% |
400-0 |
Close |
412-0 |
417-2 |
5-2 |
1.3% |
431-6 |
Range |
6-0 |
17-4 |
11-4 |
191.7% |
50-4 |
ATR |
19-1 |
19-0 |
-0-1 |
-0.6% |
0-0 |
Volume |
10,127 |
8,954 |
-1,173 |
-11.6% |
27,358 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
471-2 |
461-6 |
426-7 |
|
R3 |
453-6 |
444-2 |
422-0 |
|
R2 |
436-2 |
436-2 |
420-4 |
|
R1 |
426-6 |
426-6 |
418-7 |
431-4 |
PP |
418-6 |
418-6 |
418-6 |
421-1 |
S1 |
409-2 |
409-2 |
415-5 |
414-0 |
S2 |
401-2 |
401-2 |
414-0 |
|
S3 |
383-6 |
391-6 |
412-4 |
|
S4 |
366-2 |
374-2 |
407-5 |
|
|
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 |
410-6 |
38-2 |
9.2% |
11-5 |
2.8% |
17% |
False |
True |
7,792 |
10 |
450-4 |
400-0 |
50-4 |
12.1% |
11-6 |
2.8% |
34% |
False |
False |
6,496 |
20 |
581-6 |
400-0 |
181-6 |
43.6% |
12-0 |
2.9% |
9% |
False |
False |
6,590 |
40 |
629-0 |
400-0 |
229-0 |
54.9% |
12-0 |
2.9% |
8% |
False |
False |
5,854 |
60 |
654-0 |
400-0 |
254-0 |
60.9% |
12-7 |
3.1% |
7% |
False |
False |
5,183 |
80 |
807-0 |
400-0 |
407-0 |
97.5% |
13-2 |
3.2% |
4% |
False |
False |
4,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
502-5 |
2.618 |
474-1 |
1.618 |
456-5 |
1.000 |
445-6 |
0.618 |
439-1 |
HIGH |
428-2 |
0.618 |
421-5 |
0.500 |
419-4 |
0.382 |
417-3 |
LOW |
410-6 |
0.618 |
399-7 |
1.000 |
393-2 |
1.618 |
382-3 |
2.618 |
364-7 |
4.250 |
336-3 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
419-4 |
426-5 |
PP |
418-6 |
423-4 |
S1 |
418-0 |
420-3 |
|