CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 588-0 578-2 -9-6 -1.7% 587-0
High 599-0 579-4 -19-4 -3.3% 600-2
Low 587-4 575-0 -12-4 -2.1% 575-0
Close 595-2 579-2 -16-0 -2.7% 579-2
Range 11-4 4-4 -7-0 -60.9% 25-2
ATR 18-1 18-2 0-1 0.8% 0-0
Volume 4,624 2,360 -2,264 -49.0% 12,876
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 591-3 589-7 581-6
R3 586-7 585-3 580-4
R2 582-3 582-3 580-1
R1 580-7 580-7 579-5 581-5
PP 577-7 577-7 577-7 578-2
S1 576-3 576-3 578-7 577-1
S2 573-3 573-3 578-3
S3 568-7 571-7 578-0
S4 564-3 567-3 576-6
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 660-5 645-1 593-1
R3 635-3 619-7 586-2
R2 610-1 610-1 583-7
R1 594-5 594-5 581-5 589-6
PP 584-7 584-7 584-7 582-3
S1 569-3 569-3 576-7 564-4
S2 559-5 559-5 574-5
S3 534-3 544-1 572-2
S4 509-1 518-7 565-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 629-0 575-0 54-0 9.3% 10-2 1.8% 8% False True 3,038
10 654-0 575-0 79-0 13.6% 10-4 1.8% 5% False True 2,477
20 654-0 541-0 113-0 19.5% 12-4 2.2% 34% False False 3,336
40 739-0 541-0 198-0 34.2% 13-7 2.4% 19% False False 3,645
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-4
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 598-5
2.618 591-2
1.618 586-6
1.000 584-0
0.618 582-2
HIGH 579-4
0.618 577-6
0.500 577-2
0.382 576-6
LOW 575-0
0.618 572-2
1.000 570-4
1.618 567-6
2.618 563-2
4.250 555-7
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 578-5 587-0
PP 577-7 584-3
S1 577-2 581-7

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

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