CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 577-4 581-0 3-4 0.6% 630-6
High 594-4 581-0 -13-4 -2.3% 653-0
Low 573-4 556-0 -17-4 -3.1% 617-0
Close 577-6 559-6 -18-0 -3.1% 618-0
Range 21-0 25-0 4-0 19.0% 36-0
ATR 19-6 20-1 0-3 1.9% 0-0
Volume 5,585 3,774 -1,811 -32.4% 20,890
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 640-5 625-1 573-4
R3 615-5 600-1 566-5
R2 590-5 590-5 564-3
R1 575-1 575-1 562-0 570-3
PP 565-5 565-5 565-5 563-2
S1 550-1 550-1 557-4 545-3
S2 540-5 540-5 555-1
S3 515-5 525-1 552-7
S4 490-5 500-1 546-0
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 737-3 713-5 637-6
R3 701-3 677-5 627-7
R2 665-3 665-3 624-5
R1 641-5 641-5 621-2 635-4
PP 629-3 629-3 629-3 626-2
S1 605-5 605-5 614-6 599-4
S2 593-3 593-3 611-3
S3 557-3 569-5 608-1
S4 521-3 533-5 598-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 650-4 556-0 94-4 16.9% 18-6 3.3% 4% False True 4,570
10 653-0 556-0 97-0 17.3% 15-5 2.8% 4% False True 3,943
20 739-0 556-0 183-0 32.7% 15-2 2.7% 2% False True 3,913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 687-2
2.618 646-4
1.618 621-4
1.000 606-0
0.618 596-4
HIGH 581-0
0.618 571-4
0.500 568-4
0.382 565-4
LOW 556-0
0.618 540-4
1.000 531-0
1.618 515-4
2.618 490-4
4.250 449-6
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 568-4 583-1
PP 565-5 575-3
S1 562-5 567-4

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

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