CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 511-4 494-0 -17-4 -3.4% 573-4
High 515-0 497-0 -18-0 -3.5% 590-4
Low 502-4 473-0 -29-4 -5.9% 557-2
Close 503-0 473-0 -30-0 -6.0% 561-0
Range 12-4 24-0 11-4 92.0% 33-2
ATR 20-1 20-6 0-6 3.5% 0-0
Volume 47,381 28,061 -19,320 -40.8% 125,555
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 553-0 537-0 486-2
R3 529-0 513-0 479-5
R2 505-0 505-0 477-3
R1 489-0 489-0 475-2 485-0
PP 481-0 481-0 481-0 479-0
S1 465-0 465-0 470-6 461-0
S2 457-0 457-0 468-5
S3 433-0 441-0 466-3
S4 409-0 417-0 459-6
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
5 570-4 473-0 97-4 20.6% 17-2 3.6% 0% False True 26,155
10 590-4 473-0 117-4 24.8% 14-2 3.0% 0% False True 30,903
20 593-0 473-0 120-0 25.4% 16-0 3.4% 0% False True 30,127
40 643-0 473-0 170-0 35.9% 15-7 3.4% 0% False True 22,955
60 730-0 473-0 257-0 54.3% 17-3 3.7% 0% False True 20,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 599-0
2.618 559-7
1.618 535-7
1.000 521-0
0.618 511-7
HIGH 497-0
0.618 487-7
0.500 485-0
0.382 482-1
LOW 473-0
0.618 458-1
1.000 449-0
1.618 434-1
2.618 410-1
4.250 371-0
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 485-0 501-6
PP 481-0 492-1
S1 477-0 482-5

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

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