CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 627-0 638-0 11-0 1.8% 642-0
High 642-0 638-4 -3-4 -0.5% 643-0
Low 627-0 627-0 0-0 0.0% 583-0
Close 641-2 627-4 -13-6 -2.1% 616-0
Range 15-0 11-4 -3-4 -23.3% 60-0
ATR 22-3 21-7 -0-5 -2.6% 0-0
Volume 19,190 9,993 -9,197 -47.9% 80,927
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 665-4 658-0 633-7
R3 654-0 646-4 630-5
R2 642-4 642-4 629-5
R1 635-0 635-0 628-4 633-0
PP 631-0 631-0 631-0 630-0
S1 623-4 623-4 626-4 621-4
S2 619-4 619-4 625-3
S3 608-0 612-0 624-3
S4 596-4 600-4 621-1
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 794-0 765-0 649-0
R3 734-0 705-0 632-4
R2 674-0 674-0 627-0
R1 645-0 645-0 621-4 629-4
PP 614-0 614-0 614-0 606-2
S1 585-0 585-0 610-4 569-4
S2 554-0 554-0 605-0
S3 494-0 525-0 599-4
S4 434-0 465-0 583-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 642-0 609-0 33-0 5.3% 15-0 2.4% 56% False False 11,268
10 673-0 583-0 90-0 14.3% 19-5 3.1% 49% False False 14,110
20 799-0 583-0 216-0 34.4% 18-0 2.9% 21% False False 13,008
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 1-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 687-3
2.618 668-5
1.618 657-1
1.000 650-0
0.618 645-5
HIGH 638-4
0.618 634-1
0.500 632-6
0.382 631-3
LOW 627-0
0.618 619-7
1.000 615-4
1.618 608-3
2.618 596-7
4.250 578-1
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 632-6 627-0
PP 631-0 626-4
S1 629-2 626-0

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

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