CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 554-0 573-4 19-4 3.5% 567-0
High 565-0 580-0 15-0 2.7% 593-0
Low 552-0 571-4 19-4 3.5% 541-0
Close 559-0 576-2 17-2 3.1% 559-0
Range 13-0 8-4 -4-4 -34.6% 52-0
ATR 21-5 21-4 0-0 -0.2% 0-0
Volume 71,685 27,843 -43,842 -61.2% 237,569
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 601-3 597-3 580-7
R3 592-7 588-7 578-5
R2 584-3 584-3 577-6
R1 580-3 580-3 577-0 582-3
PP 575-7 575-7 575-7 577-0
S1 571-7 571-7 575-4 573-7
S2 567-3 567-3 574-6
S3 558-7 563-3 573-7
S4 550-3 554-7 571-5
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 720-3 691-5 587-5
R3 668-3 639-5 573-2
R2 616-3 616-3 568-4
R1 587-5 587-5 563-6 576-0
PP 564-3 564-3 564-3 558-4
S1 535-5 535-5 554-2 524-0
S2 512-3 512-3 549-4
S3 460-3 483-5 544-6
S4 408-3 431-5 530-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 580-0 541-0 39-0 6.8% 21-4 3.7% 90% True False 48,314
10 593-0 541-0 52-0 9.0% 17-7 3.1% 68% False False 35,765
20 642-0 541-0 101-0 17.5% 15-4 2.7% 35% False False 25,958
40 643-0 526-0 117-0 20.3% 16-7 2.9% 43% False False 20,471
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 2-6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 616-1
2.618 602-2
1.618 593-6
1.000 588-4
0.618 585-2
HIGH 580-0
0.618 576-6
0.500 575-6
0.382 574-6
LOW 571-4
0.618 566-2
1.000 563-0
1.618 557-6
2.618 549-2
4.250 535-3
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 576-1 571-0
PP 575-7 565-6
S1 575-6 560-4

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

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