CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
399-4 |
434-0 |
34-4 |
8.6% |
442-4 |
High |
412-4 |
434-0 |
21-4 |
5.2% |
449-0 |
Low |
397-4 |
415-6 |
18-2 |
4.6% |
400-6 |
Close |
413-6 |
420-0 |
6-2 |
1.5% |
399-4 |
Range |
15-0 |
18-2 |
3-2 |
21.7% |
48-2 |
ATR |
18-4 |
18-5 |
0-1 |
0.7% |
0-0 |
Volume |
6,803 |
7,237 |
434 |
6.4% |
36,196 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
478-0 |
467-2 |
430-0 |
|
R3 |
459-6 |
449-0 |
425-0 |
|
R2 |
441-4 |
441-4 |
423-3 |
|
R1 |
430-6 |
430-6 |
421-5 |
427-0 |
PP |
423-2 |
423-2 |
423-2 |
421-3 |
S1 |
412-4 |
412-4 |
418-3 |
408-6 |
S2 |
405-0 |
405-0 |
416-5 |
|
S3 |
386-6 |
394-2 |
415-0 |
|
S4 |
368-4 |
376-0 |
410-0 |
|
|
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 |
434-0 |
397-4 |
36-4 |
8.7% |
14-6 |
3.5% |
62% |
True |
False |
7,927 |
10 |
449-0 |
397-4 |
51-4 |
12.3% |
14-6 |
3.5% |
44% |
False |
False |
6,920 |
20 |
526-2 |
397-4 |
128-6 |
30.7% |
12-4 |
3.0% |
17% |
False |
False |
7,000 |
40 |
603-0 |
397-4 |
205-4 |
48.9% |
12-3 |
3.0% |
11% |
False |
False |
6,185 |
60 |
654-0 |
397-4 |
256-4 |
61.1% |
12-7 |
3.1% |
9% |
False |
False |
5,300 |
80 |
751-0 |
397-4 |
353-4 |
84.2% |
13-2 |
3.2% |
6% |
False |
False |
4,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
511-4 |
2.618 |
481-6 |
1.618 |
463-4 |
1.000 |
452-2 |
0.618 |
445-2 |
HIGH |
434-0 |
0.618 |
427-0 |
0.500 |
424-7 |
0.382 |
422-6 |
LOW |
415-6 |
0.618 |
404-4 |
1.000 |
397-4 |
1.618 |
386-2 |
2.618 |
368-0 |
4.250 |
338-2 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
424-7 |
418-5 |
PP |
423-2 |
417-1 |
S1 |
421-5 |
415-6 |
|