CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 587-0 593-6 6-6 1.1% 654-0
High 600-2 593-6 -6-4 -1.1% 654-0
Low 587-0 583-4 -3-4 -0.6% 615-2
Close 600-2 593-0 -7-2 -1.2% 616-2
Range 13-2 10-2 -3-0 -22.6% 38-6
ATR 18-6 18-5 -0-1 -0.8% 0-0
Volume 2,909 2,983 74 2.5% 9,966
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 620-7 617-1 598-5
R3 610-5 606-7 595-7
R2 600-3 600-3 594-7
R1 596-5 596-5 594-0 593-3
PP 590-1 590-1 590-1 588-4
S1 586-3 586-3 592-0 583-1
S2 579-7 579-7 591-1
S3 569-5 576-1 590-1
S4 559-3 565-7 587-3
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 744-6 719-2 637-4
R3 706-0 680-4 626-7
R2 667-2 667-2 623-3
R1 641-6 641-6 619-6 635-1
PP 628-4 628-4 628-4 625-2
S1 603-0 603-0 612-6 596-3
S2 589-6 589-6 609-1
S3 551-0 564-2 605-5
S4 512-2 525-4 595-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 633-0 583-4 49-4 8.3% 10-6 1.8% 19% False True 2,524
10 654-0 583-4 70-4 11.9% 10-4 1.8% 13% False True 2,287
20 654-0 541-0 113-0 19.1% 13-2 2.2% 46% False False 3,401
40 744-0 541-0 203-0 34.2% 13-7 2.3% 26% False False 3,631
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 637-2
2.618 620-5
1.618 610-3
1.000 604-0
0.618 600-1
HIGH 593-6
0.618 589-7
0.500 588-5
0.382 587-3
LOW 583-4
0.618 577-1
1.000 573-2
1.618 566-7
2.618 556-5
4.250 540-0
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 591-4 606-2
PP 590-1 601-7
S1 588-5 597-3

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

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