CME Pit-Traded Corn Future March 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 |
430-0 |
432-4 |
2-4 |
0.6% |
389-0 |
| High |
438-4 |
432-4 |
-6-0 |
-1.4% |
438-2 |
| Low |
430-0 |
408-0 |
-22-0 |
-5.1% |
385-0 |
| Close |
430-6 |
408-0 |
-22-6 |
-5.3% |
419-2 |
| Range |
8-4 |
24-4 |
16-0 |
188.2% |
53-2 |
| ATR |
19-7 |
20-2 |
0-3 |
1.7% |
0-0 |
| Volume |
32,679 |
34,125 |
1,446 |
4.4% |
194,306 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
489-5 |
473-3 |
421-4 |
|
| R3 |
465-1 |
448-7 |
414-6 |
|
| R2 |
440-5 |
440-5 |
412-4 |
|
| R1 |
424-3 |
424-3 |
410-2 |
420-2 |
| PP |
416-1 |
416-1 |
416-1 |
414-1 |
| S1 |
399-7 |
399-7 |
405-6 |
395-6 |
| S2 |
391-5 |
391-5 |
403-4 |
|
| S3 |
367-1 |
375-3 |
401-2 |
|
| S4 |
342-5 |
350-7 |
394-4 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
573-7 |
549-7 |
448-4 |
|
| R3 |
520-5 |
496-5 |
433-7 |
|
| R2 |
467-3 |
467-3 |
429-0 |
|
| R1 |
443-3 |
443-3 |
424-1 |
455-3 |
| PP |
414-1 |
414-1 |
414-1 |
420-2 |
| S1 |
390-1 |
390-1 |
414-3 |
402-1 |
| S2 |
360-7 |
360-7 |
409-4 |
|
| S3 |
307-5 |
336-7 |
404-5 |
|
| S4 |
254-3 |
283-5 |
390-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
438-4 |
408-0 |
30-4 |
7.5% |
15-0 |
3.7% |
0% |
False |
True |
43,050 |
| 10 |
438-4 |
385-0 |
53-4 |
13.1% |
17-0 |
4.2% |
43% |
False |
False |
41,977 |
| 20 |
459-0 |
385-0 |
74-0 |
18.1% |
14-7 |
3.6% |
31% |
False |
False |
36,381 |
| 40 |
593-0 |
385-0 |
208-0 |
51.0% |
15-6 |
3.9% |
11% |
False |
False |
35,092 |
| 60 |
643-0 |
385-0 |
258-0 |
63.2% |
15-5 |
3.8% |
9% |
False |
False |
28,773 |
| 80 |
697-0 |
385-0 |
312-0 |
76.5% |
16-5 |
4.1% |
7% |
False |
False |
25,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
536-5 |
|
2.618 |
496-5 |
|
1.618 |
472-1 |
|
1.000 |
457-0 |
|
0.618 |
447-5 |
|
HIGH |
432-4 |
|
0.618 |
423-1 |
|
0.500 |
420-2 |
|
0.382 |
417-3 |
|
LOW |
408-0 |
|
0.618 |
392-7 |
|
1.000 |
383-4 |
|
1.618 |
368-3 |
|
2.618 |
343-7 |
|
4.250 |
303-7 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
420-2 |
423-2 |
| PP |
416-1 |
418-1 |
| S1 |
412-1 |
413-1 |
|