CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 600-0 626-0 26-0 4.3% 550-4
High 615-2 626-2 11-0 1.8% 607-4
Low 600-0 619-0 19-0 3.2% 541-0
Close 615-2 626-0 10-6 1.7% 580-4
Range 15-2 7-2 -8-0 -52.5% 66-4
ATR 21-1 20-3 -0-6 -3.4% 0-0
Volume 1,421 2,594 1,173 82.5% 29,120
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 645-4 643-0 630-0
R3 638-2 635-6 628-0
R2 631-0 631-0 627-3
R1 628-4 628-4 626-5 629-5
PP 623-6 623-6 623-6 624-2
S1 621-2 621-2 625-3 622-3
S2 616-4 616-4 624-5
S3 609-2 614-0 624-0
S4 602-0 606-6 622-0
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 775-7 744-5 617-1
R3 709-3 678-1 598-6
R2 642-7 642-7 592-6
R1 611-5 611-5 586-5 627-2
PP 576-3 576-3 576-3 584-1
S1 545-1 545-1 574-3 560-6
S2 509-7 509-7 568-2
S3 443-3 478-5 562-2
S4 376-7 412-1 543-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 626-2 578-2 48-0 7.7% 14-6 2.4% 99% True False 2,580
10 626-2 541-0 85-2 13.6% 14-2 2.3% 100% True False 4,397
20 653-0 541-0 112-0 17.9% 15-0 2.4% 76% False False 4,170
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 1-5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 657-0
2.618 645-2
1.618 638-0
1.000 633-4
0.618 630-6
HIGH 626-2
0.618 623-4
0.500 622-5
0.382 621-6
LOW 619-0
0.618 614-4
1.000 611-6
1.618 607-2
2.618 600-0
4.250 588-2
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 624-7 620-6
PP 623-6 615-3
S1 622-5 610-1

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

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