CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 418-0 400-4 -17-4 -4.2% 442-4
High 423-2 408-4 -14-6 -3.5% 459-0
Low 402-6 388-4 -14-2 -3.5% 425-0
Close 405-4 401-4 -4-0 -1.0% 425-6
Range 20-4 20-0 -0-4 -2.4% 34-0
ATR 20-3 20-3 0-0 -0.1% 0-0
Volume 21,744 31,882 10,138 46.6% 202,238
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 459-4 450-4 412-4
R3 439-4 430-4 407-0
R2 419-4 419-4 405-1
R1 410-4 410-4 403-3 415-0
PP 399-4 399-4 399-4 401-6
S1 390-4 390-4 399-5 395-0
S2 379-4 379-4 397-7
S3 359-4 370-4 396-0
S4 339-4 350-4 390-4
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 538-5 516-1 444-4
R3 504-5 482-1 435-1
R2 470-5 470-5 432-0
R1 448-1 448-1 428-7 442-3
PP 436-5 436-5 436-5 433-6
S1 414-1 414-1 422-5 408-3
S2 402-5 402-5 419-4
S3 368-5 380-1 416-3
S4 334-5 346-1 407-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 441-0 388-4 52-4 13.1% 13-0 3.2% 25% False True 25,203
10 487-0 388-4 98-4 24.5% 13-3 3.3% 13% False True 32,323
20 590-4 388-4 202-0 50.3% 13-6 3.4% 6% False True 31,613
40 643-0 388-4 254-4 63.4% 14-6 3.7% 5% False True 26,920
60 643-0 388-4 254-4 63.4% 16-0 4.0% 5% False True 22,991
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 493-4
2.618 460-7
1.618 440-7
1.000 428-4
0.618 420-7
HIGH 408-4
0.618 400-7
0.500 398-4
0.382 396-1
LOW 388-4
0.618 376-1
1.000 368-4
1.618 356-1
2.618 336-1
4.250 303-4
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 400-4 414-6
PP 399-4 410-3
S1 398-4 405-7

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

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