CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 593-6 588-0 -5-6 -1.0% 654-0
High 593-6 599-0 5-2 0.9% 654-0
Low 583-4 587-4 4-0 0.7% 615-2
Close 593-0 595-2 2-2 0.4% 616-2
Range 10-2 11-4 1-2 12.2% 38-6
ATR 18-5 18-1 -0-4 -2.7% 0-0
Volume 2,983 4,624 1,641 55.0% 9,966
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 628-3 623-3 601-5
R3 616-7 611-7 598-3
R2 605-3 605-3 597-3
R1 600-3 600-3 596-2 602-7
PP 593-7 593-7 593-7 595-2
S1 588-7 588-7 594-2 591-3
S2 582-3 582-3 593-1
S3 570-7 577-3 592-1
S4 559-3 565-7 588-7
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
5 629-0 583-4 45-4 7.6% 10-5 1.8% 26% False False 2,987
10 654-0 583-4 70-4 11.8% 11-0 1.8% 17% False False 2,490
20 654-0 541-0 113-0 19.0% 12-5 2.1% 48% False False 3,444
40 739-0 541-0 198-0 33.3% 14-0 2.3% 27% False False 3,679
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 647-7
2.618 629-1
1.618 617-5
1.000 610-4
0.618 606-1
HIGH 599-0
0.618 594-5
0.500 593-2
0.382 591-7
LOW 587-4
0.618 580-3
1.000 576-0
1.618 568-7
2.618 557-3
4.250 538-5
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 594-5 594-1
PP 593-7 593-0
S1 593-2 591-7

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

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