CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 633-0 619-4 -13-4 -2.1% 595-0
High 633-0 621-4 -11-4 -1.8% 650-4
Low 621-0 615-2 -5-6 -0.9% 594-0
Close 627-6 619-2 -8-4 -1.4% 637-6
Range 12-0 6-2 -5-6 -47.9% 56-4
ATR 18-7 18-3 -0-4 -2.4% 0-0
Volume 2,309 2,107 -202 -8.7% 11,180
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 637-3 634-5 622-6
R3 631-1 628-3 621-0
R2 624-7 624-7 620-3
R1 622-1 622-1 619-7 620-3
PP 618-5 618-5 618-5 617-6
S1 615-7 615-7 618-5 614-1
S2 612-3 612-3 618-1
S3 606-1 609-5 617-4
S4 599-7 603-3 615-6
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
5 654-0 615-2 38-6 6.3% 10-5 1.7% 10% False True 1,917
10 654-0 578-2 75-6 12.2% 11-1 1.8% 54% False False 2,135
20 654-0 541-0 113-0 18.2% 14-4 2.3% 69% False False 3,717
40 807-0 541-0 266-0 43.0% 13-7 2.2% 29% False False 3,562
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 648-0
2.618 637-7
1.618 631-5
1.000 627-6
0.618 625-3
HIGH 621-4
0.618 619-1
0.500 618-3
0.382 617-5
LOW 615-2
0.618 611-3
1.000 609-0
1.618 605-1
2.618 598-7
4.250 588-6
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 619-0 624-1
PP 618-5 622-4
S1 618-3 620-7

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

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