CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
435-6 |
445-0 |
9-2 |
2.1% |
442-4 |
High |
450-0 |
445-2 |
-4-6 |
-1.1% |
449-0 |
Low |
433-4 |
432-6 |
-0-6 |
-0.2% |
400-6 |
Close |
450-0 |
439-4 |
-10-4 |
-2.3% |
399-4 |
Range |
16-4 |
12-4 |
-4-0 |
-24.2% |
48-2 |
ATR |
19-4 |
19-3 |
-0-1 |
-0.8% |
0-0 |
Volume |
5,216 |
7,293 |
2,077 |
39.8% |
36,196 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
476-5 |
470-5 |
446-3 |
|
R3 |
464-1 |
458-1 |
443-0 |
|
R2 |
451-5 |
451-5 |
441-6 |
|
R1 |
445-5 |
445-5 |
440-5 |
442-3 |
PP |
439-1 |
439-1 |
439-1 |
437-4 |
S1 |
433-1 |
433-1 |
438-3 |
429-7 |
S2 |
426-5 |
426-5 |
437-2 |
|
S3 |
414-1 |
420-5 |
436-0 |
|
S4 |
401-5 |
408-1 |
432-5 |
|
|
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 |
11.9% |
15-7 |
3.6% |
80% |
False |
False |
6,612 |
10 |
450-0 |
397-4 |
52-4 |
11.9% |
13-6 |
3.1% |
80% |
False |
False |
7,202 |
20 |
498-0 |
397-4 |
100-4 |
22.9% |
12-6 |
2.9% |
42% |
False |
False |
6,890 |
40 |
603-0 |
397-4 |
205-4 |
46.8% |
12-5 |
2.9% |
20% |
False |
False |
6,307 |
60 |
654-0 |
397-4 |
256-4 |
58.4% |
12-5 |
2.9% |
16% |
False |
False |
5,353 |
80 |
739-0 |
397-4 |
341-4 |
77.7% |
13-2 |
3.0% |
12% |
False |
False |
4,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
498-3 |
2.618 |
478-0 |
1.618 |
465-4 |
1.000 |
457-6 |
0.618 |
453-0 |
HIGH |
445-2 |
0.618 |
440-4 |
0.500 |
439-0 |
0.382 |
437-4 |
LOW |
432-6 |
0.618 |
425-0 |
1.000 |
420-2 |
1.618 |
412-4 |
2.618 |
400-0 |
4.250 |
379-5 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
439-3 |
437-2 |
PP |
439-1 |
435-1 |
S1 |
439-0 |
432-7 |
|