CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 630-0 633-0 3-0 0.5% 595-0
High 630-0 633-0 3-0 0.5% 650-4
Low 623-4 621-0 -2-4 -0.4% 594-0
Close 626-0 627-6 1-6 0.3% 637-6
Range 6-4 12-0 5-4 84.6% 56-4
ATR 19-3 18-7 -0-4 -2.7% 0-0
Volume 2,234 2,309 75 3.4% 11,180
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 663-2 657-4 634-3
R3 651-2 645-4 631-0
R2 639-2 639-2 630-0
R1 633-4 633-4 628-7 630-3
PP 627-2 627-2 627-2 625-6
S1 621-4 621-4 626-5 618-3
S2 615-2 615-2 625-4
S3 603-2 609-4 624-4
S4 591-2 597-4 621-1
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 796-7 773-7 668-7
R3 740-3 717-3 653-2
R2 683-7 683-7 648-1
R1 660-7 660-7 642-7 672-3
PP 627-3 627-3 627-3 633-2
S1 604-3 604-3 632-5 615-7
S2 570-7 570-7 627-3
S3 514-3 547-7 622-2
S4 457-7 491-3 606-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 654-0 621-0 33-0 5.3% 11-2 1.8% 20% False True 1,994
10 654-0 578-2 75-6 12.1% 13-0 2.1% 65% False False 2,287
20 654-0 541-0 113-0 18.0% 14-5 2.3% 77% False False 3,840
40 807-0 541-0 266-0 42.4% 14-4 2.3% 33% False False 3,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 684-0
2.618 664-3
1.618 652-3
1.000 645-0
0.618 640-3
HIGH 633-0
0.618 628-3
0.500 627-0
0.382 625-5
LOW 621-0
0.618 613-5
1.000 609-0
1.618 601-5
2.618 589-5
4.250 570-0
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 627-4 637-4
PP 627-2 634-2
S1 627-0 631-0

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

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