CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 538-0 529-4 -8-4 -1.6% 573-4
High 542-0 530-4 -11-4 -2.1% 590-4
Low 531-0 505-0 -26-0 -4.9% 557-2
Close 531-0 506-4 -24-4 -4.6% 561-0
Range 11-0 25-4 14-4 131.8% 33-2
ATR 20-2 20-5 0-3 2.0% 0-0
Volume 15,608 20,742 5,134 32.9% 125,555
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 590-4 574-0 520-4
R3 565-0 548-4 513-4
R2 539-4 539-4 511-1
R1 523-0 523-0 508-7 518-4
PP 514-0 514-0 514-0 511-6
S1 497-4 497-4 504-1 493-0
S2 488-4 488-4 501-7
S3 463-0 472-0 499-4
S4 437-4 446-4 492-4
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 669-3 648-3 579-2
R3 636-1 615-1 570-1
R2 602-7 602-7 567-1
R1 581-7 581-7 564-0 575-6
PP 569-5 569-5 569-5 566-4
S1 548-5 548-5 558-0 542-4
S2 536-3 536-3 554-7
S3 503-1 515-3 551-7
S4 469-7 482-1 542-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 590-4 505-0 85-4 16.9% 15-0 3.0% 2% False True 20,096
10 590-4 505-0 85-4 16.9% 16-7 3.3% 2% False True 33,742
20 593-0 505-0 88-0 17.4% 15-2 3.0% 2% False True 28,159
40 643-0 505-0 138-0 27.2% 16-2 3.2% 1% False True 21,873
60 745-0 505-0 240-0 47.4% 17-3 3.4% 1% False True 19,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 638-7
2.618 597-2
1.618 571-6
1.000 556-0
0.618 546-2
HIGH 530-4
0.618 520-6
0.500 517-6
0.382 514-6
LOW 505-0
0.618 489-2
1.000 479-4
1.618 463-6
2.618 438-2
4.250 396-5
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 517-6 537-6
PP 514-0 527-3
S1 510-2 516-7

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

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