CME Pit-Traded Corn Future May 2009

Trading Metrics calculated at close of trading on 11-Sep-2008

Day Change Summary
	Previous	Current
	10-Sep-2008	11-Sep-2008	Change	Change %	Previous Week
Open	574-4	564-0	-10-4	-1.8%	587-0
High	574-4	569-0	-5-4	-1.0%	600-2
Low	567-4	563-4	-4-0	-0.7%	575-0
Close	568-0	564-4	-3-4	-0.6%	579-2
Range	7-0	5-4	-1-4	-21.4%	25-2
ATR	16-4	15-6	-0-6	-4.8%	0-0
Volume	6,167	3,204	-2,963	-48.0%	12,876

Daily Pivots for day following 11-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	582-1	578-7	567-4
R3	576-5	573-3	566-0
R2	571-1	571-1	565-4
R1	567-7	567-7	565-0	569-4
PP	565-5	565-5	565-5	566-4
S1	562-3	562-3	564-0	564-0
S2	560-1	560-1	563-4
S3	554-5	556-7	563-0
S4	549-1	551-3	561-4

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	583-4	563-4	20-0	3.5%	7-3	1.3%	5%	False	True	3,410
10	629-0	563-4	65-4	11.6%	9-0	1.6%	2%	False	True	3,199
20	654-0	563-4	90-4	16.0%	11-0	1.9%	1%	False	True	2,743
40	708-0	541-0	167-0	29.6%	13-6	2.4%	14%	False	False	3,617

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	592-3
2.618	583-3
1.618	577-7
1.000	574-4
0.618	572-3
HIGH	569-0
0.618	566-7
0.500	566-2
0.382	565-5
LOW	563-4
0.618	560-1
1.000	558-0
1.618	554-5
2.618	549-1
4.250	540-1

Fisher Pivots for day following 11-Sep-2008
Pivot	1 day	3 day
R1	566-2	571-2
PP	565-5	569-0
S1	565-1	566-6

Download as Excel Spreadsheet

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

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