CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 422-4 432-4 10-0 2.4% 431-4
High 438-2 434-4 -3-6 -0.9% 437-2
Low 420-0 420-0 0-0 0.0% 388-0
Close 438-2 427-4 -10-6 -2.5% 388-6
Range 18-2 14-4 -3-6 -20.5% 49-2
ATR 20-7 20-6 -0-2 -0.9% 0-0
Volume 41,429 32,135 -9,294 -22.4% 196,819
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 470-7 463-5 435-4
R3 456-3 449-1 431-4
R2 441-7 441-7 430-1
R1 434-5 434-5 428-7 431-0
PP 427-3 427-3 427-3 425-4
S1 420-1 420-1 426-1 416-4
S2 412-7 412-7 424-7
S3 398-3 405-5 423-4
S4 383-7 391-1 419-4
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 552-3 519-7 415-7
R3 503-1 470-5 402-2
R2 453-7 453-7 397-6
R1 421-3 421-3 393-2 413-0
PP 404-5 404-5 404-5 400-4
S1 372-1 372-1 384-2 363-6
S2 355-3 355-3 379-6
S3 306-1 322-7 375-2
S4 256-7 273-5 361-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 438-2 385-0 53-2 12.5% 18-6 4.4% 80% False False 37,083
10 438-2 385-0 53-2 12.5% 16-1 3.8% 80% False False 38,547
20 487-0 385-0 102-0 23.9% 14-6 3.4% 42% False False 35,435
40 593-0 385-0 208-0 48.7% 15-3 3.6% 20% False False 32,781
60 643-0 385-0 258-0 60.4% 15-4 3.6% 16% False False 27,115
80 730-0 385-0 345-0 80.7% 16-6 3.9% 12% False False 23,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3-1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 496-1
2.618 472-4
1.618 458-0
1.000 449-0
0.618 443-4
HIGH 434-4
0.618 429-0
0.500 427-2
0.382 425-4
LOW 420-0
0.618 411-0
1.000 405-4
1.618 396-4
2.618 382-0
4.250 358-3
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 427-3 425-2
PP 427-3 422-7
S1 427-2 420-5

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

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