CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
443-4 |
465-4 |
22-0 |
5.0% |
549-4 |
| High |
457-6 |
470-4 |
12-6 |
2.8% |
550-4 |
| Low |
438-0 |
460-4 |
22-4 |
5.1% |
484-4 |
| Close |
455-6 |
467-4 |
11-6 |
2.6% |
484-6 |
| Range |
19-6 |
10-0 |
-9-6 |
-49.4% |
66-0 |
| ATR |
18-7 |
18-5 |
-0-2 |
-1.6% |
0-0 |
| Volume |
7,294 |
5,568 |
-1,726 |
-23.7% |
32,748 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
496-1 |
491-7 |
473-0 |
|
| R3 |
486-1 |
481-7 |
470-2 |
|
| R2 |
476-1 |
476-1 |
469-3 |
|
| R1 |
471-7 |
471-7 |
468-3 |
474-0 |
| PP |
466-1 |
466-1 |
466-1 |
467-2 |
| S1 |
461-7 |
461-7 |
466-5 |
464-0 |
| S2 |
456-1 |
456-1 |
465-5 |
|
| S3 |
446-1 |
451-7 |
464-6 |
|
| S4 |
436-1 |
441-7 |
462-0 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704-5 |
660-5 |
521-0 |
|
| R3 |
638-5 |
594-5 |
502-7 |
|
| R2 |
572-5 |
572-5 |
496-7 |
|
| R1 |
528-5 |
528-5 |
490-6 |
517-5 |
| PP |
506-5 |
506-5 |
506-5 |
501-0 |
| S1 |
462-5 |
462-5 |
478-6 |
451-5 |
| S2 |
440-5 |
440-5 |
472-5 |
|
| S3 |
374-5 |
396-5 |
466-5 |
|
| S4 |
308-5 |
330-5 |
448-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
498-0 |
438-0 |
60-0 |
12.8% |
11-6 |
2.5% |
49% |
False |
False |
7,955 |
| 10 |
581-6 |
438-0 |
143-6 |
30.7% |
12-3 |
2.7% |
21% |
False |
False |
6,683 |
| 20 |
603-0 |
438-0 |
165-0 |
35.3% |
13-4 |
2.9% |
18% |
False |
False |
6,861 |
| 40 |
654-0 |
438-0 |
216-0 |
46.2% |
12-2 |
2.6% |
14% |
False |
False |
4,802 |
| 60 |
708-0 |
438-0 |
270-0 |
57.8% |
13-6 |
2.9% |
11% |
False |
False |
4,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
513-0 |
|
2.618 |
496-5 |
|
1.618 |
486-5 |
|
1.000 |
480-4 |
|
0.618 |
476-5 |
|
HIGH |
470-4 |
|
0.618 |
466-5 |
|
0.500 |
465-4 |
|
0.382 |
464-3 |
|
LOW |
460-4 |
|
0.618 |
454-3 |
|
1.000 |
450-4 |
|
1.618 |
444-3 |
|
2.618 |
434-3 |
|
4.250 |
418-0 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
466-7 |
463-1 |
| PP |
466-1 |
458-5 |
| S1 |
465-4 |
454-2 |
|