CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 406-0 431-4 25-4 6.3% 435-0
High 425-0 437-2 12-2 2.9% 441-0
Low 406-0 424-2 18-2 4.5% 388-4
Close 420-4 436-2 15-6 3.7% 420-4
Range 19-0 13-0 -6-0 -31.6% 52-4
ATR 20-5 20-3 -0-2 -1.3% 0-0
Volume 43,995 26,485 -17,510 -39.8% 137,029
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 471-5 466-7 443-3
R3 458-5 453-7 439-7
R2 445-5 445-5 438-5
R1 440-7 440-7 437-4 443-2
PP 432-5 432-5 432-5 433-6
S1 427-7 427-7 435-0 430-2
S2 419-5 419-5 433-7
S3 406-5 414-7 432-5
S4 393-5 401-7 429-1
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 574-1 549-7 449-3
R3 521-5 497-3 435-0
R2 469-1 469-1 430-1
R1 444-7 444-7 425-2 430-6
PP 416-5 416-5 416-5 409-5
S1 392-3 392-3 415-6 378-2
S2 364-1 364-1 410-7
S3 311-5 339-7 406-0
S4 259-1 287-3 391-5
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 12.0% 17-0 3.9% 91% False False 30,255
10 459-0 388-4 70-4 16.2% 14-3 3.3% 68% False False 34,551
20 590-4 388-4 202-0 46.3% 14-3 3.3% 24% False False 30,160
40 642-0 388-4 253-4 58.1% 14-7 3.4% 19% False False 28,059
60 643-0 388-4 254-4 58.3% 16-0 3.7% 19% False False 23,701
Crabel Price Patterns
NR True
NR4 True
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 4-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 492-4
2.618 471-2
1.618 458-2
1.000 450-2
0.618 445-2
HIGH 437-2
0.618 432-2
0.500 430-6
0.382 429-2
LOW 424-2
0.618 416-2
1.000 411-2
1.618 403-2
2.618 390-2
4.250 369-0
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 434-3 428-4
PP 432-5 420-5
S1 430-6 412-7

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

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