CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
445-0 |
430-0 |
-15-0 |
-3.4% |
399-4 |
High |
445-2 |
434-2 |
-11-0 |
-2.5% |
450-0 |
Low |
432-6 |
426-4 |
-6-2 |
-1.4% |
397-4 |
Close |
439-4 |
430-6 |
-8-6 |
-2.0% |
430-6 |
Range |
12-4 |
7-6 |
-4-6 |
-38.0% |
52-4 |
ATR |
19-3 |
18-7 |
-0-4 |
-2.3% |
0-0 |
Volume |
7,293 |
6,880 |
-413 |
-5.7% |
33,429 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453-6 |
450-0 |
435-0 |
|
R3 |
446-0 |
442-2 |
432-7 |
|
R2 |
438-2 |
438-2 |
432-1 |
|
R1 |
434-4 |
434-4 |
431-4 |
436-3 |
PP |
430-4 |
430-4 |
430-4 |
431-4 |
S1 |
426-6 |
426-6 |
430-0 |
428-5 |
S2 |
422-6 |
422-6 |
429-3 |
|
S3 |
415-0 |
419-0 |
428-5 |
|
S4 |
407-2 |
411-2 |
426-4 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
583-5 |
559-5 |
459-5 |
|
R3 |
531-1 |
507-1 |
445-2 |
|
R2 |
478-5 |
478-5 |
440-3 |
|
R1 |
454-5 |
454-5 |
435-4 |
466-5 |
PP |
426-1 |
426-1 |
426-1 |
432-0 |
S1 |
402-1 |
402-1 |
426-0 |
414-1 |
S2 |
373-5 |
373-5 |
421-1 |
|
S3 |
321-1 |
349-5 |
416-2 |
|
S4 |
268-5 |
297-1 |
401-7 |
|
|
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 |
12.2% |
14-0 |
3.3% |
63% |
False |
False |
6,685 |
10 |
450-0 |
397-4 |
52-4 |
12.2% |
12-6 |
3.0% |
63% |
False |
False |
6,962 |
20 |
470-4 |
397-4 |
73-0 |
16.9% |
12-4 |
2.9% |
46% |
False |
False |
6,802 |
40 |
603-0 |
397-4 |
205-4 |
47.7% |
12-5 |
2.9% |
16% |
False |
False |
6,420 |
60 |
654-0 |
397-4 |
256-4 |
59.5% |
12-5 |
2.9% |
13% |
False |
False |
5,392 |
80 |
739-0 |
397-4 |
341-4 |
79.3% |
13-2 |
3.1% |
10% |
False |
False |
5,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
467-2 |
2.618 |
454-4 |
1.618 |
446-6 |
1.000 |
442-0 |
0.618 |
439-0 |
HIGH |
434-2 |
0.618 |
431-2 |
0.500 |
430-3 |
0.382 |
429-4 |
LOW |
426-4 |
0.618 |
421-6 |
1.000 |
418-6 |
1.618 |
414-0 |
2.618 |
406-2 |
4.250 |
393-4 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
430-5 |
438-2 |
PP |
430-4 |
435-6 |
S1 |
430-3 |
433-2 |
|