CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 631-4 600-0 -31-4 -5.0% 710-0
High 632-2 633-0 0-6 0.1% 715-0
Low 624-2 600-0 -24-2 -3.9% 664-6
Close 623-6 622-0 -1-6 -0.3% 659-6
Range 8-0 33-0 25-0 312.5% 50-2
ATR 20-6 21-5 0-7 4.2% 0-0
Volume 4,728 3,045 -1,683 -35.6% 20,542
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 717-3 702-5 640-1
R3 684-3 669-5 631-1
R2 651-3 651-3 628-0
R1 636-5 636-5 625-0 644-0
PP 618-3 618-3 618-3 622-0
S1 603-5 603-5 619-0 611-0
S2 585-3 585-3 616-0
S3 552-3 570-5 612-7
S4 519-3 537-5 603-7
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 830-5 795-3 687-3
R3 780-3 745-1 673-5
R2 730-1 730-1 669-0
R1 694-7 694-7 664-3 687-3
PP 679-7 679-7 679-7 676-0
S1 644-5 644-5 655-1 637-1
S2 629-5 629-5 650-4
S3 579-3 594-3 645-7
S4 529-1 544-1 632-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 708-0 600-0 108-0 17.4% 20-7 3.4% 20% False True 3,864
10 739-0 600-0 139-0 22.3% 14-7 2.4% 16% False True 3,884
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 773-2
2.618 719-3
1.618 686-3
1.000 666-0
0.618 653-3
HIGH 633-0
0.618 620-3
0.500 616-4
0.382 612-5
LOW 600-0
0.618 579-5
1.000 567-0
1.618 546-5
2.618 513-5
4.250 459-6
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 620-1 627-0
PP 618-3 625-3
S1 616-4 623-5

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

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