CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
434-0 |
435-6 |
1-6 |
0.4% |
442-4 |
High |
434-0 |
450-0 |
16-0 |
3.7% |
449-0 |
Low |
415-6 |
433-4 |
17-6 |
4.3% |
400-6 |
Close |
420-0 |
450-0 |
30-0 |
7.1% |
399-4 |
Range |
18-2 |
16-4 |
-1-6 |
-9.6% |
48-2 |
ATR |
18-5 |
19-4 |
0-6 |
4.3% |
0-0 |
Volume |
7,237 |
5,216 |
-2,021 |
-27.9% |
36,196 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
494-0 |
488-4 |
459-1 |
|
R3 |
477-4 |
472-0 |
454-4 |
|
R2 |
461-0 |
461-0 |
453-0 |
|
R1 |
455-4 |
455-4 |
451-4 |
458-2 |
PP |
444-4 |
444-4 |
444-4 |
445-7 |
S1 |
439-0 |
439-0 |
448-4 |
441-6 |
S2 |
428-0 |
428-0 |
447-0 |
|
S3 |
411-4 |
422-4 |
445-4 |
|
S4 |
395-0 |
406-0 |
440-7 |
|
|
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 |
450-0 |
397-4 |
52-4 |
11.7% |
16-7 |
3.8% |
100% |
True |
False |
6,944 |
10 |
450-0 |
397-4 |
52-4 |
11.7% |
14-3 |
3.2% |
100% |
True |
False |
6,945 |
20 |
498-0 |
397-4 |
100-4 |
22.3% |
12-6 |
2.8% |
52% |
False |
False |
6,771 |
40 |
603-0 |
397-4 |
205-4 |
45.7% |
12-5 |
2.8% |
26% |
False |
False |
6,241 |
60 |
654-0 |
397-4 |
256-4 |
57.0% |
12-7 |
2.8% |
20% |
False |
False |
5,294 |
80 |
744-0 |
397-4 |
346-4 |
77.0% |
13-2 |
2.9% |
15% |
False |
False |
4,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
520-1 |
2.618 |
493-2 |
1.618 |
476-6 |
1.000 |
466-4 |
0.618 |
460-2 |
HIGH |
450-0 |
0.618 |
443-6 |
0.500 |
441-6 |
0.382 |
439-6 |
LOW |
433-4 |
0.618 |
423-2 |
1.000 |
417-0 |
1.618 |
406-6 |
2.618 |
390-2 |
4.250 |
363-3 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
447-2 |
441-2 |
PP |
444-4 |
432-4 |
S1 |
441-6 |
423-6 |
|