CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
450-4 |
431-0 |
-19-4 |
-4.3% |
455-0 |
| High |
450-4 |
434-0 |
-16-4 |
-3.7% |
470-4 |
| Low |
440-2 |
414-4 |
-25-6 |
-5.8% |
437-4 |
| Close |
440-6 |
417-0 |
-23-6 |
-5.4% |
437-4 |
| Range |
10-2 |
19-4 |
9-2 |
90.2% |
33-0 |
| ATR |
18-3 |
18-7 |
0-5 |
3.1% |
0-0 |
| Volume |
5,945 |
4,965 |
-980 |
-16.5% |
39,074 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
480-3 |
468-1 |
427-6 |
|
| R3 |
460-7 |
448-5 |
422-3 |
|
| R2 |
441-3 |
441-3 |
420-5 |
|
| R1 |
429-1 |
429-1 |
418-6 |
425-4 |
| PP |
421-7 |
421-7 |
421-7 |
420-0 |
| S1 |
409-5 |
409-5 |
415-2 |
406-0 |
| S2 |
402-3 |
402-3 |
413-3 |
|
| S3 |
382-7 |
390-1 |
411-5 |
|
| S4 |
363-3 |
370-5 |
406-2 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
547-4 |
525-4 |
455-5 |
|
| R3 |
514-4 |
492-4 |
446-5 |
|
| R2 |
481-4 |
481-4 |
443-4 |
|
| R1 |
459-4 |
459-4 |
440-4 |
454-0 |
| PP |
448-4 |
448-4 |
448-4 |
445-6 |
| S1 |
426-4 |
426-4 |
434-4 |
421-0 |
| S2 |
415-4 |
415-4 |
431-4 |
|
| S3 |
382-4 |
393-4 |
428-3 |
|
| S4 |
349-4 |
360-4 |
419-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
516-7 |
|
2.618 |
485-0 |
|
1.618 |
465-4 |
|
1.000 |
453-4 |
|
0.618 |
446-0 |
|
HIGH |
434-0 |
|
0.618 |
426-4 |
|
0.500 |
424-2 |
|
0.382 |
422-0 |
|
LOW |
414-4 |
|
0.618 |
402-4 |
|
1.000 |
395-0 |
|
1.618 |
383-0 |
|
2.618 |
363-4 |
|
4.250 |
331-5 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
424-2 |
432-4 |
| PP |
421-7 |
427-3 |
| S1 |
419-3 |
422-1 |
|