CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 569-0 555-0 -14-0 -2.5% 570-0
High 574-0 575-0 1-0 0.2% 582-2
Low 550-2 545-0 -5-2 -1.0% 550-4
Close 550-2 570-0 19-6 3.6% 582-0
Range 23-6 30-0 6-2 26.3% 31-6
ATR 20-0 20-6 0-6 3.5% 0-0
Volume 38,215 49,562 11,347 29.7% 111,226
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 653-3 641-5 586-4
R3 623-3 611-5 578-2
R2 593-3 593-3 575-4
R1 581-5 581-5 572-6 587-4
PP 563-3 563-3 563-3 566-2
S1 551-5 551-5 567-2 557-4
S2 533-3 533-3 564-4
S3 503-3 521-5 561-6
S4 473-3 491-5 553-4
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
5 593-0 545-0 48-0 8.4% 19-7 3.5% 52% False True 29,715
10 593-0 545-0 48-0 8.4% 15-3 2.7% 52% False True 25,873
20 643-0 545-0 98-0 17.2% 14-5 2.6% 26% False True 19,909
40 643-0 526-0 117-0 20.5% 17-3 3.1% 38% False False 17,787
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 2-7
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 702-4
2.618 653-4
1.618 623-4
1.000 605-0
0.618 593-4
HIGH 575-0
0.618 563-4
0.500 560-0
0.382 556-4
LOW 545-0
0.618 526-4
1.000 515-0
1.618 496-4
2.618 466-4
4.250 417-4
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 566-5 569-5
PP 563-3 569-3
S1 560-0 569-0

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

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