CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 494-0 477-0 -17-0 -3.4% 538-0
High 497-0 487-0 -10-0 -2.0% 542-0
Low 473-0 471-4 -1-4 -0.3% 471-4
Close 473-0 472-4 -0-4 -0.1% 472-4
Range 24-0 15-4 -8-4 -35.4% 70-4
ATR 20-6 20-3 -0-3 -1.8% 0-0
Volume 28,061 27,962 -99 -0.4% 139,754
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 523-4 513-4 481-0
R3 508-0 498-0 476-6
R2 492-4 492-4 475-3
R1 482-4 482-4 473-7 479-6
PP 477-0 477-0 477-0 475-5
S1 467-0 467-0 471-1 464-2
S2 461-4 461-4 469-5
S3 446-0 451-4 468-2
S4 430-4 436-0 464-0
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 706-7 660-1 511-2
R3 636-3 589-5 491-7
R2 565-7 565-7 485-3
R1 519-1 519-1 479-0 507-2
PP 495-3 495-3 495-3 489-3
S1 448-5 448-5 466-0 436-6
S2 424-7 424-7 459-5
S3 354-3 378-1 453-1
S4 283-7 307-5 433-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 542-0 471-4 70-4 14.9% 17-6 3.7% 1% False True 27,950
10 590-4 471-4 119-0 25.2% 14-4 3.1% 1% False True 26,530
20 593-0 471-4 121-4 25.7% 16-2 3.4% 1% False True 30,705
40 643-0 471-4 171-4 36.3% 16-0 3.4% 1% False True 23,056
60 730-0 471-4 258-4 54.7% 17-4 3.7% 0% False True 20,288
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 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 552-7
2.618 527-5
1.618 512-1
1.000 502-4
0.618 496-5
HIGH 487-0
0.618 481-1
0.500 479-2
0.382 477-3
LOW 471-4
0.618 461-7
1.000 456-0
1.618 446-3
2.618 430-7
4.250 405-5
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 479-2 493-2
PP 477-0 486-3
S1 474-6 479-3

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

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