CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
430-0 |
427-4 |
-2-4 |
-0.6% |
399-4 |
High |
434-2 |
445-0 |
10-6 |
2.5% |
450-0 |
Low |
426-4 |
427-4 |
1-0 |
0.2% |
397-4 |
Close |
430-6 |
432-4 |
1-6 |
0.4% |
430-6 |
Range |
7-6 |
17-4 |
9-6 |
125.8% |
52-4 |
ATR |
18-7 |
18-6 |
-0-1 |
-0.5% |
0-0 |
Volume |
6,880 |
6,594 |
-286 |
-4.2% |
33,429 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
487-4 |
477-4 |
442-1 |
|
R3 |
470-0 |
460-0 |
437-2 |
|
R2 |
452-4 |
452-4 |
435-6 |
|
R1 |
442-4 |
442-4 |
434-1 |
447-4 |
PP |
435-0 |
435-0 |
435-0 |
437-4 |
S1 |
425-0 |
425-0 |
430-7 |
430-0 |
S2 |
417-4 |
417-4 |
429-2 |
|
S3 |
400-0 |
407-4 |
427-6 |
|
S4 |
382-4 |
390-0 |
422-7 |
|
|
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 |
415-6 |
34-2 |
7.9% |
14-4 |
3.4% |
49% |
False |
False |
6,644 |
10 |
450-0 |
397-4 |
52-4 |
12.1% |
13-2 |
3.1% |
67% |
False |
False |
6,927 |
20 |
470-4 |
397-4 |
73-0 |
16.9% |
13-1 |
3.0% |
48% |
False |
False |
6,741 |
40 |
603-0 |
397-4 |
205-4 |
47.5% |
13-0 |
3.0% |
17% |
False |
False |
6,505 |
60 |
654-0 |
397-4 |
256-4 |
59.3% |
12-6 |
3.0% |
14% |
False |
False |
5,442 |
80 |
715-0 |
397-4 |
317-4 |
73.4% |
13-3 |
3.1% |
11% |
False |
False |
5,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
519-3 |
2.618 |
490-7 |
1.618 |
473-3 |
1.000 |
462-4 |
0.618 |
455-7 |
HIGH |
445-0 |
0.618 |
438-3 |
0.500 |
436-2 |
0.382 |
434-1 |
LOW |
427-4 |
0.618 |
416-5 |
1.000 |
410-0 |
1.618 |
399-1 |
2.618 |
381-5 |
4.250 |
353-1 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
436-2 |
435-7 |
PP |
435-0 |
434-6 |
S1 |
433-6 |
433-5 |
|