CME Pit-Traded Corn Future May 2009
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
412-0 |
412-0 |
0-0 |
0.0% |
427-4 |
| High |
413-0 |
412-2 |
-0-6 |
-0.2% |
449-6 |
| Low |
405-2 |
404-6 |
-0-4 |
-0.1% |
404-6 |
| Close |
407-4 |
405-4 |
-2-0 |
-0.5% |
405-4 |
| Range |
7-6 |
7-4 |
-0-2 |
-3.2% |
45-0 |
| ATR |
18-5 |
17-7 |
-0-6 |
-4.3% |
0-0 |
| Volume |
13,644 |
17,932 |
4,288 |
31.4% |
48,371 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
430-0 |
425-2 |
409-5 |
|
| R3 |
422-4 |
417-6 |
407-4 |
|
| R2 |
415-0 |
415-0 |
406-7 |
|
| R1 |
410-2 |
410-2 |
406-2 |
408-7 |
| PP |
407-4 |
407-4 |
407-4 |
406-6 |
| S1 |
402-6 |
402-6 |
404-6 |
401-3 |
| S2 |
400-0 |
400-0 |
404-1 |
|
| S3 |
392-4 |
395-2 |
403-4 |
|
| S4 |
385-0 |
387-6 |
401-3 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
555-0 |
525-2 |
430-2 |
|
| R3 |
510-0 |
480-2 |
417-7 |
|
| R2 |
465-0 |
465-0 |
413-6 |
|
| R1 |
435-2 |
435-2 |
409-5 |
427-5 |
| PP |
420-0 |
420-0 |
420-0 |
416-2 |
| S1 |
390-2 |
390-2 |
401-3 |
382-5 |
| S2 |
375-0 |
375-0 |
397-2 |
|
| S3 |
330-0 |
345-2 |
393-1 |
|
| S4 |
285-0 |
300-2 |
380-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
449-6 |
404-6 |
45-0 |
11.1% |
9-6 |
2.4% |
2% |
False |
True |
9,674 |
| 10 |
450-0 |
397-4 |
52-4 |
12.9% |
11-7 |
2.9% |
15% |
False |
False |
8,180 |
| 20 |
450-4 |
397-4 |
53-0 |
13.1% |
12-5 |
3.1% |
15% |
False |
False |
7,267 |
| 40 |
603-0 |
397-4 |
205-4 |
50.7% |
12-6 |
3.1% |
4% |
False |
False |
7,069 |
| 60 |
654-0 |
397-4 |
256-4 |
63.3% |
12-0 |
3.0% |
3% |
False |
False |
5,695 |
| 80 |
685-0 |
397-4 |
287-4 |
70.9% |
13-1 |
3.2% |
3% |
False |
False |
5,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
444-1 |
|
2.618 |
431-7 |
|
1.618 |
424-3 |
|
1.000 |
419-6 |
|
0.618 |
416-7 |
|
HIGH |
412-2 |
|
0.618 |
409-3 |
|
0.500 |
408-4 |
|
0.382 |
407-5 |
|
LOW |
404-6 |
|
0.618 |
400-1 |
|
1.000 |
397-2 |
|
1.618 |
392-5 |
|
2.618 |
385-1 |
|
4.250 |
372-7 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
408-4 |
416-7 |
| PP |
407-4 |
413-1 |
| S1 |
406-4 |
409-2 |
|