CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
428-0 |
412-0 |
-16-0 |
-3.7% |
399-4 |
High |
429-0 |
413-0 |
-16-0 |
-3.7% |
450-0 |
Low |
420-6 |
405-2 |
-15-4 |
-3.7% |
397-4 |
Close |
420-2 |
407-4 |
-12-6 |
-3.0% |
430-6 |
Range |
8-2 |
7-6 |
-0-4 |
-6.1% |
52-4 |
ATR |
18-7 |
18-5 |
-0-2 |
-1.5% |
0-0 |
Volume |
5,947 |
13,644 |
7,697 |
129.4% |
33,429 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
431-7 |
427-3 |
411-6 |
|
R3 |
424-1 |
419-5 |
409-5 |
|
R2 |
416-3 |
416-3 |
408-7 |
|
R1 |
411-7 |
411-7 |
408-2 |
410-2 |
PP |
408-5 |
408-5 |
408-5 |
407-6 |
S1 |
404-1 |
404-1 |
406-6 |
402-4 |
S2 |
400-7 |
400-7 |
406-1 |
|
S3 |
393-1 |
396-3 |
405-3 |
|
S4 |
385-3 |
388-5 |
403-2 |
|
|
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 |
405-2 |
44-4 |
10.9% |
9-6 |
2.4% |
5% |
False |
True |
7,463 |
10 |
450-0 |
397-4 |
52-4 |
12.9% |
12-7 |
3.2% |
19% |
False |
False |
7,038 |
20 |
450-4 |
397-4 |
53-0 |
13.0% |
12-2 |
3.0% |
19% |
False |
False |
6,767 |
40 |
603-0 |
397-4 |
205-4 |
50.4% |
12-7 |
3.2% |
5% |
False |
False |
6,814 |
60 |
654-0 |
397-4 |
256-4 |
62.9% |
12-2 |
3.0% |
4% |
False |
False |
5,457 |
80 |
708-0 |
397-4 |
310-4 |
76.2% |
13-3 |
3.3% |
3% |
False |
False |
5,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
446-0 |
2.618 |
433-2 |
1.618 |
425-4 |
1.000 |
420-6 |
0.618 |
417-6 |
HIGH |
413-0 |
0.618 |
410-0 |
0.500 |
409-1 |
0.382 |
408-2 |
LOW |
405-2 |
0.618 |
400-4 |
1.000 |
397-4 |
1.618 |
392-6 |
2.618 |
385-0 |
4.250 |
372-2 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
409-1 |
427-4 |
PP |
408-5 |
420-7 |
S1 |
408-0 |
414-1 |
|