CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 564-0 591-0 27-0 4.8% 583-0
High 569-0 594-4 25-4 4.5% 594-4
Low 563-4 579-6 16-2 2.9% 563-4
Close 564-4 594-4 30-0 5.3% 594-4
Range 5-4 14-6 9-2 168.2% 31-0
ATR 15-6 16-6 1-0 6.5% 0-0
Volume 3,204 7,718 4,514 140.9% 22,409
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 633-7 628-7 602-5
R3 619-1 614-1 598-4
R2 604-3 604-3 597-2
R1 599-3 599-3 595-7 601-7
PP 589-5 589-5 589-5 590-6
S1 584-5 584-5 593-1 587-1
S2 574-7 574-7 591-6
S3 560-1 569-7 590-4
S4 545-3 555-1 586-3
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 677-1 666-7 611-4
R3 646-1 635-7 603-0
R2 615-1 615-1 600-1
R1 604-7 604-7 597-3 610-0
PP 584-1 584-1 584-1 586-6
S1 573-7 573-7 591-5 579-0
S2 553-1 553-1 588-7
S3 522-1 542-7 586-0
S4 491-1 511-7 577-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 594-4 563-4 31-0 5.2% 9-3 1.6% 100% True False 4,481
10 629-0 563-4 65-4 11.0% 9-7 1.7% 47% False False 3,760
20 654-0 563-4 90-4 15.2% 10-4 1.8% 34% False False 2,948
40 685-0 541-0 144-0 24.2% 13-3 2.3% 37% False False 3,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 657-2
2.618 633-1
1.618 618-3
1.000 609-2
0.618 603-5
HIGH 594-4
0.618 588-7
0.500 587-1
0.382 585-3
LOW 579-6
0.618 570-5
1.000 565-0
1.618 555-7
2.618 541-1
4.250 517-0
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 592-0 589-3
PP 589-5 584-1
S1 587-1 579-0

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

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