CME Pit-Traded Corn Future March 2009

Trading Metrics calculated at close of trading on 09-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	09-Sep-2008	Change	Change %	Previous Week
Open	570-0	554-0	-16-0	-2.8%	575-4
High	572-4	567-4	-5-0	-0.9%	590-0
Low	563-4	550-4	-13-0	-2.3%	561-4
Close	567-6	563-4	-4-2	-0.7%	567-2
Range	9-0	17-0	8-0	88.9%	28-4
ATR	19-6	19-5	-0-1	-0.9%	0-0
Volume	18,983	9,571	-9,412	-49.6%	76,461

Daily Pivots for day following 09-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	611-4	604-4	572-7
R3	594-4	587-4	568-1
R2	577-4	577-4	566-5
R1	570-4	570-4	565-0	574-0
PP	560-4	560-4	560-4	562-2
S1	553-4	553-4	562-0	557-0
S2	543-4	543-4	560-3
S3	526-4	536-4	558-7
S4	509-4	519-4	554-1

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	658-3	641-3	582-7
R3	629-7	612-7	575-1
R2	601-3	601-3	572-4
R1	584-3	584-3	569-7	578-5
PP	572-7	572-7	572-7	570-0
S1	555-7	555-7	564-5	550-1
S2	544-3	544-3	562-0
S3	515-7	527-3	559-3
S4	487-3	498-7	551-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	586-6	550-4	36-2	6.4%	11-7	2.1%	36%	False	True	16,210
10	621-4	550-4	71-0	12.6%	12-4	2.2%	18%	False	True	16,177
20	643-0	526-0	117-0	20.8%	16-2	2.9%	32%	False	False	15,054
40	706-0	526-0	180-0	31.9%	18-0	3.2%	21%	False	False	15,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-0
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	639-6
2.618	612-0
1.618	595-0
1.000	584-4
0.618	578-0
HIGH	567-4
0.618	561-0
0.500	559-0
0.382	557-0
LOW	550-4
0.618	540-0
1.000	533-4
1.618	523-0
2.618	506-0
4.250	478-2

Fisher Pivots for day following 09-Sep-2008
Pivot	1 day	3 day
R1	562-0	562-7
PP	560-4	562-1
S1	559-0	561-4

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