CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 618-0 620-0 2-0 0.3% 583-0
High 619-0 621-4 2-4 0.4% 643-0
Low 609-4 605-0 -4-4 -0.7% 579-2
Close 613-4 615-0 1-4 0.2% 625-6
Range 9-4 16-4 7-0 73.7% 63-6
ATR 22-2 21-7 -0-3 -1.8% 0-0
Volume 11,118 9,845 -1,273 -11.4% 45,970
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 663-3 655-5 624-1
R3 646-7 639-1 619-4
R2 630-3 630-3 618-0
R1 622-5 622-5 616-4 618-2
PP 613-7 613-7 613-7 611-5
S1 606-1 606-1 613-4 601-6
S2 597-3 597-3 612-0
S3 580-7 589-5 610-4
S4 564-3 573-1 605-7
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 807-2 780-2 660-6
R3 743-4 716-4 643-2
R2 679-6 679-6 637-4
R1 652-6 652-6 631-5 666-2
PP 616-0 616-0 616-0 622-6
S1 589-0 589-0 619-7 602-4
S2 552-2 552-2 614-0
S3 488-4 525-2 608-2
S4 424-6 461-4 590-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643-0 605-0 38-0 6.2% 14-7 2.4% 26% False True 11,039
10 643-0 566-4 76-4 12.4% 17-4 2.8% 63% False False 10,852
20 643-0 526-0 117-0 19.0% 18-2 3.0% 76% False False 14,606
40 799-0 526-0 273-0 44.4% 18-5 3.0% 33% False False 13,857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 691-5
2.618 664-6
1.618 648-2
1.000 638-0
0.618 631-6
HIGH 621-4
0.618 615-2
0.500 613-2
0.382 611-2
LOW 605-0
0.618 594-6
1.000 588-4
1.618 578-2
2.618 561-6
4.250 534-7
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 614-3 623-4
PP 613-7 620-5
S1 613-2 617-7

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

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