CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 571-0 567-0 -4-0 -0.7% 570-0
High 582-2 593-0 10-6 1.8% 582-2
Low 568-0 567-0 -1-0 -0.2% 550-4
Close 582-0 580-2 -1-6 -0.3% 582-0
Range 14-2 26-0 11-6 82.5% 31-6
ATR 18-6 19-2 0-4 2.8% 0-0
Volume 15,840 23,838 7,998 50.5% 111,226
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 658-1 645-1 594-4
R3 632-1 619-1 587-3
R2 606-1 606-1 585-0
R1 593-1 593-1 582-5 599-5
PP 580-1 580-1 580-1 583-2
S1 567-1 567-1 577-7 573-5
S2 554-1 554-1 575-4
S3 528-1 541-1 573-1
S4 502-1 515-1 566-0
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 666-7 656-1 599-4
R3 635-1 624-3 590-6
R2 603-3 603-3 587-7
R1 592-5 592-5 584-7 598-0
PP 571-5 571-5 571-5 574-2
S1 560-7 560-7 579-1 566-2
S2 539-7 539-7 576-1
S3 508-1 529-1 573-2
S4 476-3 497-3 564-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 593-0 550-4 42-4 7.3% 14-2 2.5% 70% True False 23,216
10 593-0 550-4 42-4 7.3% 12-6 2.2% 70% True False 21,152
20 643-0 550-4 92-4 15.9% 14-2 2.5% 32% False False 16,178
40 643-0 526-0 117-0 20.2% 16-7 2.9% 46% False False 16,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 703-4
2.618 661-1
1.618 635-1
1.000 619-0
0.618 609-1
HIGH 593-0
0.618 583-1
0.500 580-0
0.382 576-7
LOW 567-0
0.618 550-7
1.000 541-0
1.618 524-7
2.618 498-7
4.250 456-4
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 580-1 577-4
PP 580-1 574-6
S1 580-0 572-0

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

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