CME Pit-Traded Corn Future March 2009
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
400-4 |
406-0 |
5-4 |
1.4% |
435-0 |
| High |
408-4 |
425-0 |
16-4 |
4.0% |
441-0 |
| Low |
388-4 |
406-0 |
17-4 |
4.5% |
388-4 |
| Close |
401-4 |
420-4 |
19-0 |
4.7% |
420-4 |
| Range |
20-0 |
19-0 |
-1-0 |
-5.0% |
52-4 |
| ATR |
20-3 |
20-5 |
0-2 |
1.1% |
0-0 |
| Volume |
31,882 |
43,995 |
12,113 |
38.0% |
137,029 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
474-1 |
466-3 |
431-0 |
|
| R3 |
455-1 |
447-3 |
425-6 |
|
| R2 |
436-1 |
436-1 |
424-0 |
|
| R1 |
428-3 |
428-3 |
422-2 |
432-2 |
| PP |
417-1 |
417-1 |
417-1 |
419-1 |
| S1 |
409-3 |
409-3 |
418-6 |
413-2 |
| S2 |
398-1 |
398-1 |
417-0 |
|
| S3 |
379-1 |
390-3 |
415-2 |
|
| S4 |
360-1 |
371-3 |
410-0 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
574-1 |
549-7 |
449-3 |
|
| R3 |
521-5 |
497-3 |
435-0 |
|
| R2 |
469-1 |
469-1 |
430-1 |
|
| R1 |
444-7 |
444-7 |
425-2 |
430-6 |
| PP |
416-5 |
416-5 |
416-5 |
409-5 |
| S1 |
392-3 |
392-3 |
415-6 |
378-2 |
| S2 |
364-1 |
364-1 |
410-7 |
|
| S3 |
311-5 |
339-7 |
406-0 |
|
| S4 |
259-1 |
287-3 |
391-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
441-0 |
388-4 |
52-4 |
12.5% |
16-6 |
4.0% |
61% |
False |
False |
27,405 |
| 10 |
459-0 |
388-4 |
70-4 |
16.8% |
13-5 |
3.3% |
45% |
False |
False |
33,926 |
| 20 |
590-4 |
388-4 |
202-0 |
48.0% |
14-1 |
3.4% |
16% |
False |
False |
30,228 |
| 40 |
642-0 |
388-4 |
253-4 |
60.3% |
14-7 |
3.5% |
13% |
False |
False |
27,865 |
| 60 |
643-0 |
388-4 |
254-4 |
60.5% |
16-0 |
3.8% |
13% |
False |
False |
23,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
505-6 |
|
2.618 |
474-6 |
|
1.618 |
455-6 |
|
1.000 |
444-0 |
|
0.618 |
436-6 |
|
HIGH |
425-0 |
|
0.618 |
417-6 |
|
0.500 |
415-4 |
|
0.382 |
413-2 |
|
LOW |
406-0 |
|
0.618 |
394-2 |
|
1.000 |
387-0 |
|
1.618 |
375-2 |
|
2.618 |
356-2 |
|
4.250 |
325-2 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
418-7 |
415-7 |
| PP |
417-1 |
411-3 |
| S1 |
415-4 |
406-6 |
|