CME Pit-Traded Corn Future March 2009

Trading Metrics calculated at close of trading on 14-Aug-2008

Day Change Summary
	Previous	Current
	13-Aug-2008	14-Aug-2008	Change	Change %	Previous Week
Open	551-0	581-4	30-4	5.5%	597-0
High	577-6	597-4	19-6	3.4%	597-4
Low	551-0	569-0	18-0	3.3%	534-4
Close	577-6	596-4	18-6	3.2%	538-0
Range	26-6	28-4	1-6	6.5%	63-0
ATR	22-4	23-0	0-3	1.9%	0-0
Volume	27,655	16,172	-11,483	-41.5%	82,124

Daily Pivots for day following 14-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	673-1	663-3	612-1
R3	644-5	634-7	604-3
R2	616-1	616-1	601-6
R1	606-3	606-3	599-1	611-2
PP	587-5	587-5	587-5	590-1
S1	577-7	577-7	593-7	582-6
S2	559-1	559-1	591-2
S3	530-5	549-3	588-5
S4	502-1	520-7	580-7

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	745-5	704-7	572-5
R3	682-5	641-7	555-3
R2	619-5	619-5	549-4
R1	578-7	578-7	543-6	567-6
PP	556-5	556-5	556-5	551-1
S1	515-7	515-7	532-2	504-6
S2	493-5	493-5	526-4
S3	430-5	452-7	520-5
S4	367-5	389-7	503-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	597-4	526-0	71-4	12.0%	19-4	3.3%	99%	True	False	20,706
10	627-4	526-0	101-4	17.0%	20-6	3.5%	69%	False	False	18,978
20	673-0	526-0	147-0	24.6%	20-1	3.4%	48%	False	False	16,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-6
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	718-5
2.618	672-1
1.618	643-5
1.000	626-0
0.618	615-1
HIGH	597-4
0.618	586-5
0.500	583-2
0.382	579-7
LOW	569-0
0.618	551-3
1.000	540-4
1.618	522-7
2.618	494-3
4.250	447-7

Fisher Pivots for day following 14-Aug-2008
Pivot	1 day	3 day
R1	592-1	584-7
PP	587-5	573-3
S1	583-2	561-6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols