CME Pit-Traded Corn Future March 2009

Trading Metrics calculated at close of trading on 21-Aug-2008

Day Change Summary
	Previous	Current
	20-Aug-2008	21-Aug-2008	Change	Change %	Previous Week
Open	612-0	627-4	15-4	2.5%	538-0
High	616-0	643-0	27-0	4.4%	597-4
Low	605-0	627-4	22-4	3.7%	526-0
Close	614-0	637-0	23-0	3.7%	568-4
Range	11-0	15-4	4-4	40.9%	71-4
ATR	23-3	23-6	0-3	1.7%	0-0
Volume	7,893	6,219	-1,674	-21.2%	109,804

Daily Pivots for day following 21-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	682-3	675-1	645-4
R3	666-7	659-5	641-2
R2	651-3	651-3	639-7
R1	644-1	644-1	638-3	647-6
PP	635-7	635-7	635-7	637-5
S1	628-5	628-5	635-5	632-2
S2	620-3	620-3	634-1
S3	604-7	613-1	632-6
S4	589-3	597-5	628-4

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	643-0	566-4	76-4	12.0%	17-4	2.7%	92%	True	False	8,673
10	643-0	526-0	117-0	18.4%	18-4	2.9%	95%	True	False	14,689
20	643-0	526-0	117-0	18.4%	18-4	2.9%	95%	True	False	14,474

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3-2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	708-7
2.618	683-5
1.618	668-1
1.000	658-4
0.618	652-5
HIGH	643-0
0.618	637-1
0.500	635-2
0.382	633-3
LOW	627-4
0.618	617-7
1.000	612-0
1.618	602-3
2.618	586-7
4.250	561-5

Fisher Pivots for day following 21-Aug-2008
Pivot	1 day	3 day
R1	636-3	628-5
PP	635-7	620-3
S1	635-2	612-0

Download as Excel Spreadsheet

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

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