CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 575-4 582-0 6-4 1.1% 641-0
High 590-0 582-4 -7-4 -1.3% 642-0
Low 575-4 569-4 -6-0 -1.0% 601-0
Close 588-0 581-0 -7-0 -1.2% 604-0
Range 14-4 13-0 -1-4 -10.3% 41-0
ATR 21-4 21-2 -0-2 -1.0% 0-0
Volume 23,962 16,609 -7,353 -30.7% 66,075
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 616-5 611-7 588-1
R3 603-5 598-7 584-5
R2 590-5 590-5 583-3
R1 585-7 585-7 582-2 581-6
PP 577-5 577-5 577-5 575-5
S1 572-7 572-7 579-6 568-6
S2 564-5 564-5 578-5
S3 551-5 559-7 577-3
S4 538-5 546-7 573-7
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 738-5 712-3 626-4
R3 697-5 671-3 615-2
R2 656-5 656-5 611-4
R1 630-3 630-3 607-6 623-0
PP 615-5 615-5 615-5 612-0
S1 589-3 589-3 600-2 582-0
S2 574-5 574-5 596-4
S3 533-5 548-3 592-6
S4 492-5 507-3 581-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621-4 569-4 52-0 9.0% 13-6 2.4% 22% False True 17,243
10 643-0 569-4 73-4 12.7% 13-6 2.4% 16% False True 13,946
20 643-0 526-0 117-0 20.1% 16-5 2.9% 47% False False 15,666
40 732-4 526-0 206-4 35.5% 18-1 3.1% 27% False False 15,058
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 637-6
2.618 616-4
1.618 603-4
1.000 595-4
0.618 590-4
HIGH 582-4
0.618 577-4
0.500 576-0
0.382 574-4
LOW 569-4
0.618 561-4
1.000 556-4
1.618 548-4
2.618 535-4
4.250 514-2
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 579-3 593-6
PP 577-5 589-4
S1 576-0 585-2

These figures are updated between 7pm and 10pm EST after a trading day.

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