CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 477-0 442-4 -34-4 -7.2% 538-0
High 487-0 448-4 -38-4 -7.9% 542-0
Low 471-4 442-4 -29-0 -6.2% 471-4
Close 472-4 442-4 -30-0 -6.3% 472-4
Range 15-4 6-0 -9-4 -61.3% 70-4
ATR 20-3 21-1 0-5 3.3% 0-0
Volume 27,962 20,241 -7,721 -27.6% 139,754
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 462-4 458-4 445-6
R3 456-4 452-4 444-1
R2 450-4 450-4 443-5
R1 446-4 446-4 443-0 445-4
PP 444-4 444-4 444-4 444-0
S1 440-4 440-4 442-0 439-4
S2 438-4 438-4 441-3
S3 432-4 434-4 440-7
S4 426-4 428-4 439-2
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 706-7 660-1 511-2
R3 636-3 589-5 491-7
R2 565-7 565-7 485-3
R1 519-1 519-1 479-0 507-2
PP 495-3 495-3 495-3 489-3
S1 448-5 448-5 466-0 436-6
S2 424-7 424-7 459-5
S3 354-3 378-1 453-1
S4 283-7 307-5 433-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 530-4 442-4 88-0 19.9% 16-6 3.8% 0% False True 28,877
10 590-4 442-4 148-0 33.4% 14-2 3.2% 0% False True 25,770
20 593-0 442-4 150-4 34.0% 16-1 3.6% 0% False True 30,768
40 643-0 442-4 200-4 45.3% 15-7 3.6% 0% False True 23,316
60 710-4 442-4 268-0 60.6% 17-3 3.9% 0% False True 20,432
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 2-0
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 474-0
2.618 464-2
1.618 458-2
1.000 454-4
0.618 452-2
HIGH 448-4
0.618 446-2
0.500 445-4
0.382 444-6
LOW 442-4
0.618 438-6
1.000 436-4
1.618 432-6
2.618 426-6
4.250 417-0
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 445-4 469-6
PP 444-4 460-5
S1 443-4 451-5

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

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