CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
442-0 |
428-0 |
-14-0 |
-3.2% |
399-4 |
High |
449-6 |
429-0 |
-20-6 |
-4.6% |
450-0 |
Low |
442-0 |
420-6 |
-21-2 |
-4.8% |
397-4 |
Close |
442-6 |
420-2 |
-22-4 |
-5.1% |
430-6 |
Range |
7-6 |
8-2 |
0-4 |
6.5% |
52-4 |
ATR |
18-5 |
18-7 |
0-2 |
1.3% |
0-0 |
Volume |
4,254 |
5,947 |
1,693 |
39.8% |
33,429 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-1 |
442-3 |
424-6 |
|
R3 |
439-7 |
434-1 |
422-4 |
|
R2 |
431-5 |
431-5 |
421-6 |
|
R1 |
425-7 |
425-7 |
421-0 |
424-5 |
PP |
423-3 |
423-3 |
423-3 |
422-6 |
S1 |
417-5 |
417-5 |
419-4 |
416-3 |
S2 |
415-1 |
415-1 |
418-6 |
|
S3 |
406-7 |
409-3 |
418-0 |
|
S4 |
398-5 |
401-1 |
415-6 |
|
|
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 |
449-6 |
420-6 |
29-0 |
6.9% |
10-6 |
2.6% |
-2% |
False |
True |
6,193 |
10 |
450-0 |
397-4 |
52-4 |
12.5% |
13-7 |
3.3% |
43% |
False |
False |
6,569 |
20 |
470-4 |
397-4 |
73-0 |
17.4% |
12-3 |
2.9% |
31% |
False |
False |
6,363 |
40 |
603-0 |
397-4 |
205-4 |
48.9% |
12-7 |
3.1% |
11% |
False |
False |
6,553 |
60 |
654-0 |
397-4 |
256-4 |
61.0% |
12-5 |
3.0% |
9% |
False |
False |
5,443 |
80 |
708-0 |
397-4 |
310-4 |
73.9% |
13-4 |
3.2% |
7% |
False |
False |
5,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
464-0 |
2.618 |
450-5 |
1.618 |
442-3 |
1.000 |
437-2 |
0.618 |
434-1 |
HIGH |
429-0 |
0.618 |
425-7 |
0.500 |
424-7 |
0.382 |
423-7 |
LOW |
420-6 |
0.618 |
415-5 |
1.000 |
412-4 |
1.618 |
407-3 |
2.618 |
399-1 |
4.250 |
385-6 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
424-7 |
435-2 |
PP |
423-3 |
430-2 |
S1 |
421-6 |
425-2 |
|