CME Pit-Traded Corn Future May 2009
Trading Metrics calculated at close of trading on 27-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
400-6 |
399-4 |
-1-2 |
-0.3% |
442-4 |
High |
418-0 |
412-4 |
-5-4 |
-1.3% |
449-0 |
Low |
400-6 |
397-4 |
-3-2 |
-0.8% |
400-6 |
Close |
399-4 |
413-6 |
14-2 |
3.6% |
399-4 |
Range |
17-2 |
15-0 |
-2-2 |
-13.0% |
48-2 |
ATR |
18-7 |
18-4 |
-0-2 |
-1.5% |
0-0 |
Volume |
6,514 |
6,803 |
289 |
4.4% |
36,196 |
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
452-7 |
448-3 |
422-0 |
|
R3 |
437-7 |
433-3 |
417-7 |
|
R2 |
422-7 |
422-7 |
416-4 |
|
R1 |
418-3 |
418-3 |
415-1 |
420-5 |
PP |
407-7 |
407-7 |
407-7 |
409-0 |
S1 |
403-3 |
403-3 |
412-3 |
405-5 |
S2 |
392-7 |
392-7 |
411-0 |
|
S3 |
377-7 |
388-3 |
409-5 |
|
S4 |
362-7 |
373-3 |
405-4 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
561-1 |
528-5 |
426-0 |
|
R3 |
512-7 |
480-3 |
412-6 |
|
R2 |
464-5 |
464-5 |
408-3 |
|
R1 |
432-1 |
432-1 |
403-7 |
424-2 |
PP |
416-3 |
416-3 |
416-3 |
412-4 |
S1 |
383-7 |
383-7 |
395-1 |
376-0 |
S2 |
368-1 |
368-1 |
390-5 |
|
S3 |
319-7 |
335-5 |
386-2 |
|
S4 |
271-5 |
287-3 |
373-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
442-4 |
397-4 |
45-0 |
10.9% |
12-0 |
2.9% |
36% |
False |
True |
7,210 |
10 |
450-4 |
397-4 |
53-0 |
12.8% |
13-7 |
3.4% |
31% |
False |
True |
6,791 |
20 |
541-4 |
397-4 |
144-0 |
34.8% |
12-6 |
3.1% |
11% |
False |
True |
6,873 |
40 |
603-0 |
397-4 |
205-4 |
49.7% |
12-2 |
3.0% |
8% |
False |
True |
6,077 |
60 |
654-0 |
397-4 |
256-4 |
62.0% |
13-0 |
3.1% |
6% |
False |
True |
5,214 |
80 |
773-4 |
397-4 |
376-0 |
90.9% |
13-1 |
3.2% |
4% |
False |
True |
4,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
476-2 |
2.618 |
451-6 |
1.618 |
436-6 |
1.000 |
427-4 |
0.618 |
421-6 |
HIGH |
412-4 |
0.618 |
406-6 |
0.500 |
405-0 |
0.382 |
403-2 |
LOW |
397-4 |
0.618 |
388-2 |
1.000 |
382-4 |
1.618 |
373-2 |
2.618 |
358-2 |
4.250 |
333-6 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
410-7 |
413-4 |
PP |
407-7 |
413-1 |
S1 |
405-0 |
412-7 |
|