CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
410-6 |
400-6 |
-10-0 |
-2.4% |
442-4 |
High |
428-2 |
418-0 |
-10-2 |
-2.4% |
449-0 |
Low |
410-6 |
400-6 |
-10-0 |
-2.4% |
400-6 |
Close |
417-2 |
399-4 |
-17-6 |
-4.3% |
399-4 |
Range |
17-4 |
17-2 |
-0-2 |
-1.4% |
48-2 |
ATR |
19-0 |
18-7 |
-0-1 |
-0.6% |
0-0 |
Volume |
8,954 |
6,514 |
-2,440 |
-27.3% |
36,196 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
457-7 |
445-7 |
409-0 |
|
R3 |
440-5 |
428-5 |
404-2 |
|
R2 |
423-3 |
423-3 |
402-5 |
|
R1 |
411-3 |
411-3 |
401-1 |
408-6 |
PP |
406-1 |
406-1 |
406-1 |
404-6 |
S1 |
394-1 |
394-1 |
397-7 |
391-4 |
S2 |
388-7 |
388-7 |
396-3 |
|
S3 |
371-5 |
376-7 |
394-6 |
|
S4 |
354-3 |
359-5 |
390-0 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
561-1 |
528-5 |
426-0 |
|
R3 |
512-7 |
480-3 |
412-6 |
|
R2 |
464-5 |
464-5 |
408-3 |
|
R1 |
432-1 |
432-1 |
403-7 |
424-2 |
PP |
416-3 |
416-3 |
416-3 |
412-4 |
S1 |
383-7 |
383-7 |
395-1 |
376-0 |
S2 |
368-1 |
368-1 |
390-5 |
|
S3 |
319-7 |
335-5 |
386-2 |
|
S4 |
271-5 |
287-3 |
373-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
449-0 |
400-6 |
48-2 |
12.1% |
11-5 |
2.9% |
-3% |
False |
True |
7,239 |
10 |
450-4 |
400-0 |
50-4 |
12.6% |
13-3 |
3.4% |
-1% |
False |
False |
6,355 |
20 |
550-4 |
400-0 |
150-4 |
37.7% |
12-3 |
3.1% |
0% |
False |
False |
6,768 |
40 |
629-0 |
400-0 |
229-0 |
57.3% |
12-2 |
3.1% |
0% |
False |
False |
5,964 |
60 |
654-0 |
400-0 |
254-0 |
63.6% |
13-0 |
3.2% |
0% |
False |
False |
5,215 |
80 |
807-0 |
400-0 |
407-0 |
101.9% |
13-0 |
3.3% |
0% |
False |
False |
4,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
491-2 |
2.618 |
463-1 |
1.618 |
445-7 |
1.000 |
435-2 |
0.618 |
428-5 |
HIGH |
418-0 |
0.618 |
411-3 |
0.500 |
409-3 |
0.382 |
407-3 |
LOW |
400-6 |
0.618 |
390-1 |
1.000 |
383-4 |
1.618 |
372-7 |
2.618 |
355-5 |
4.250 |
327-4 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
409-3 |
414-4 |
PP |
406-1 |
409-4 |
S1 |
402-6 |
404-4 |
|