CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 626-0 641-0 15-0 2.4% 550-4
High 626-2 650-4 24-2 3.9% 607-4
Low 619-0 641-0 22-0 3.6% 541-0
Close 626-0 648-4 22-4 3.6% 580-4
Range 7-2 9-4 2-2 31.0% 66-4
ATR 20-3 20-5 0-2 1.4% 0-0
Volume 2,594 2,492 -102 -3.9% 29,120
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 675-1 671-3 653-6
R3 665-5 661-7 651-1
R2 656-1 656-1 650-2
R1 652-3 652-3 649-3 654-2
PP 646-5 646-5 646-5 647-5
S1 642-7 642-7 647-5 644-6
S2 637-1 637-1 646-6
S3 627-5 633-3 645-7
S4 618-1 623-7 643-2
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
5 650-4 578-2 72-2 11.1% 11-6 1.8% 97% True False 2,354
10 650-4 541-0 109-4 16.9% 14-5 2.2% 98% True False 4,196
20 653-0 541-0 112-0 17.3% 14-6 2.3% 96% False False 4,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 690-7
2.618 675-3
1.618 665-7
1.000 660-0
0.618 656-3
HIGH 650-4
0.618 646-7
0.500 645-6
0.382 644-5
LOW 641-0
0.618 635-1
1.000 631-4
1.618 625-5
2.618 616-1
4.250 600-5
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 647-5 640-6
PP 646-5 633-0
S1 645-6 625-2

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

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