CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
412-0 |
414-6 |
2-6 |
0.7% |
427-4 |
High |
412-2 |
415-0 |
2-6 |
0.7% |
449-6 |
Low |
404-6 |
405-2 |
0-4 |
0.1% |
404-6 |
Close |
405-4 |
413-6 |
8-2 |
2.0% |
405-4 |
Range |
7-4 |
9-6 |
2-2 |
30.0% |
45-0 |
ATR |
17-7 |
17-2 |
-0-5 |
-3.2% |
0-0 |
Volume |
17,932 |
9,008 |
-8,924 |
-49.8% |
48,371 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
440-5 |
436-7 |
419-1 |
|
R3 |
430-7 |
427-1 |
416-3 |
|
R2 |
421-1 |
421-1 |
415-4 |
|
R1 |
417-3 |
417-3 |
414-5 |
414-3 |
PP |
411-3 |
411-3 |
411-3 |
409-6 |
S1 |
407-5 |
407-5 |
412-7 |
404-5 |
S2 |
401-5 |
401-5 |
412-0 |
|
S3 |
391-7 |
397-7 |
411-1 |
|
S4 |
382-1 |
388-1 |
408-3 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
555-0 |
525-2 |
430-2 |
|
R3 |
510-0 |
480-2 |
417-7 |
|
R2 |
465-0 |
465-0 |
413-6 |
|
R1 |
435-2 |
435-2 |
409-5 |
427-5 |
PP |
420-0 |
420-0 |
420-0 |
416-2 |
S1 |
390-2 |
390-2 |
401-3 |
382-5 |
S2 |
375-0 |
375-0 |
397-2 |
|
S3 |
330-0 |
345-2 |
393-1 |
|
S4 |
285-0 |
300-2 |
380-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
449-6 |
404-6 |
45-0 |
10.9% |
8-2 |
2.0% |
20% |
False |
False |
10,157 |
10 |
450-0 |
404-6 |
45-2 |
10.9% |
11-3 |
2.7% |
20% |
False |
False |
8,400 |
20 |
450-4 |
397-4 |
53-0 |
12.8% |
12-5 |
3.1% |
31% |
False |
False |
7,595 |
40 |
600-0 |
397-4 |
202-4 |
48.9% |
12-3 |
3.0% |
8% |
False |
False |
7,163 |
60 |
654-0 |
397-4 |
256-4 |
62.0% |
11-7 |
2.9% |
6% |
False |
False |
5,803 |
80 |
654-0 |
397-4 |
256-4 |
62.0% |
13-0 |
3.1% |
6% |
False |
False |
5,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
456-4 |
2.618 |
440-4 |
1.618 |
430-6 |
1.000 |
424-6 |
0.618 |
421-0 |
HIGH |
415-0 |
0.618 |
411-2 |
0.500 |
410-1 |
0.382 |
409-0 |
LOW |
405-2 |
0.618 |
399-2 |
1.000 |
395-4 |
1.618 |
389-4 |
2.618 |
379-6 |
4.250 |
363-6 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
412-4 |
412-4 |
PP |
411-3 |
411-1 |
S1 |
410-1 |
409-7 |
|