CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
427-4 |
442-0 |
14-4 |
3.4% |
399-4 |
| High |
445-0 |
449-6 |
4-6 |
1.1% |
450-0 |
| Low |
427-4 |
442-0 |
14-4 |
3.4% |
397-4 |
| Close |
432-4 |
442-6 |
10-2 |
2.4% |
430-6 |
| Range |
17-4 |
7-6 |
-9-6 |
-55.7% |
52-4 |
| ATR |
18-6 |
18-5 |
-0-1 |
-0.6% |
0-0 |
| Volume |
6,594 |
4,254 |
-2,340 |
-35.5% |
33,429 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
468-1 |
463-1 |
447-0 |
|
| R3 |
460-3 |
455-3 |
444-7 |
|
| R2 |
452-5 |
452-5 |
444-1 |
|
| R1 |
447-5 |
447-5 |
443-4 |
450-1 |
| PP |
444-7 |
444-7 |
444-7 |
446-0 |
| S1 |
439-7 |
439-7 |
442-0 |
442-3 |
| S2 |
437-1 |
437-1 |
441-3 |
|
| S3 |
429-3 |
432-1 |
440-5 |
|
| S4 |
421-5 |
424-3 |
438-4 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
583-5 |
559-5 |
459-5 |
|
| R3 |
531-1 |
507-1 |
445-2 |
|
| R2 |
478-5 |
478-5 |
440-3 |
|
| R1 |
454-5 |
454-5 |
435-4 |
466-5 |
| PP |
426-1 |
426-1 |
426-1 |
432-0 |
| S1 |
402-1 |
402-1 |
426-0 |
414-1 |
| S2 |
373-5 |
373-5 |
421-1 |
|
| S3 |
321-1 |
349-5 |
416-2 |
|
| S4 |
268-5 |
297-1 |
401-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
450-0 |
426-4 |
23-4 |
5.3% |
12-3 |
2.8% |
69% |
False |
False |
6,047 |
| 10 |
450-0 |
397-4 |
52-4 |
11.9% |
13-5 |
3.1% |
86% |
False |
False |
6,987 |
| 20 |
470-4 |
397-4 |
73-0 |
16.5% |
13-0 |
2.9% |
62% |
False |
False |
6,430 |
| 40 |
603-0 |
397-4 |
205-4 |
46.4% |
12-7 |
2.9% |
22% |
False |
False |
6,559 |
| 60 |
654-0 |
397-4 |
256-4 |
57.9% |
12-6 |
2.9% |
18% |
False |
False |
5,401 |
| 80 |
708-0 |
397-4 |
310-4 |
70.1% |
13-3 |
3.0% |
15% |
False |
False |
5,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
482-6 |
|
2.618 |
470-0 |
|
1.618 |
462-2 |
|
1.000 |
457-4 |
|
0.618 |
454-4 |
|
HIGH |
449-6 |
|
0.618 |
446-6 |
|
0.500 |
445-7 |
|
0.382 |
445-0 |
|
LOW |
442-0 |
|
0.618 |
437-2 |
|
1.000 |
434-2 |
|
1.618 |
429-4 |
|
2.618 |
421-6 |
|
4.250 |
409-0 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
445-7 |
441-2 |
| PP |
444-7 |
439-5 |
| S1 |
443-6 |
438-1 |
|