CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 429-4 401-0 -28-4 -6.6% 435-0
High 435-0 407-0 -28-0 -6.4% 441-0
Low 425-0 398-0 -27-0 -6.4% 388-4
Close 427-6 400-6 -27-0 -6.3% 420-4
Range 10-0 9-0 -1-0 -10.0% 52-4
ATR 19-5 20-3 0-6 3.7% 0-0
Volume 16,920 61,410 44,490 262.9% 137,029
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 428-7 423-7 405-6
R3 419-7 414-7 403-2
R2 410-7 410-7 402-3
R1 405-7 405-7 401-5 403-7
PP 401-7 401-7 401-7 401-0
S1 396-7 396-7 399-7 394-7
S2 392-7 392-7 399-1
S3 383-7 387-7 398-2
S4 374-7 378-7 395-6
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
5 437-2 388-4 48-6 12.2% 14-2 3.5% 25% False False 36,138
10 459-0 388-4 70-4 17.6% 12-5 3.2% 17% False False 30,786
20 582-4 388-4 194-0 48.4% 13-7 3.5% 6% False False 30,959
40 621-4 388-4 233-0 58.1% 14-5 3.6% 5% False False 29,507
60 643-0 388-4 254-4 63.5% 15-6 3.9% 5% False False 24,696
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 3-7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 445-2
2.618 430-4
1.618 421-4
1.000 416-0
0.618 412-4
HIGH 407-0
0.618 403-4
0.500 402-4
0.382 401-4
LOW 398-0
0.618 392-4
1.000 389-0
1.618 383-4
2.618 374-4
4.250 359-6
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 402-4 417-5
PP 401-7 412-0
S1 401-3 406-3

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

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