CME Pit-Traded Corn Future March 2009

Trading Metrics calculated at close of trading on 20-Aug-2008

Day Change Summary
	Previous	Current
	19-Aug-2008	20-Aug-2008	Change	Change %	Previous Week
Open	581-0	612-0	31-0	5.3%	538-0
High	610-0	616-0	6-0	1.0%	597-4
Low	581-0	605-0	24-0	4.1%	526-0
Close	603-6	614-0	10-2	1.7%	568-4
Range	29-0	11-0	-18-0	-62.1%	71-4
ATR	24-2	23-3	-0-7	-3.5%	0-0
Volume	6,477	7,893	1,416	21.9%	109,804

Daily Pivots for day following 20-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	644-5	640-3	620-0
R3	633-5	629-3	617-0
R2	622-5	622-5	616-0
R1	618-3	618-3	615-0	620-4
PP	611-5	611-5	611-5	612-6
S1	607-3	607-3	613-0	609-4
S2	600-5	600-5	612-0
S3	589-5	596-3	611-0
S4	578-5	585-3	608-0

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	778-4	745-0	607-7
R3	707-0	673-4	588-1
R2	635-4	635-4	581-5
R1	602-0	602-0	575-0	618-6
PP	564-0	564-0	564-0	572-3
S1	530-4	530-4	562-0	547-2
S2	492-4	492-4	555-3
S3	421-0	459-0	548-7
S4	349-4	387-4	529-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	616-0	566-4	49-4	8.1%	20-0	3.3%	96%	True	False	10,664
10	616-0	526-0	90-0	14.7%	18-0	2.9%	98%	True	False	16,461
20	642-0	526-0	116-0	18.9%	18-5	3.0%	76%	False	False	15,133

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3-4
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	662-6
2.618	644-6
1.618	633-6
1.000	627-0
0.618	622-6
HIGH	616-0
0.618	611-6
0.500	610-4
0.382	609-2
LOW	605-0
0.618	598-2
1.000	594-0
1.618	587-2
2.618	576-2
4.250	558-2

Fisher Pivots for day following 20-Aug-2008
Pivot	1 day	3 day
R1	612-7	608-4
PP	611-5	603-1
S1	610-4	597-5

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