CME Pit-Traded Corn Future May 2009

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	591-0	580-0	-11-0	-1.9%	583-0
High	594-4	603-0	8-4	1.4%	594-4
Low	579-6	580-0	0-2	0.0%	563-4
Close	594-4	592-0	-2-4	-0.4%	594-4
Range	14-6	23-0	8-2	55.9%	31-0
ATR	16-6	17-2	0-4	2.7%	0-0
Volume	7,718	5,267	-2,451	-31.8%	22,409

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	660-5	649-3	604-5
R3	637-5	626-3	598-3
R2	614-5	614-5	596-2
R1	603-3	603-3	594-1	609-0
PP	591-5	591-5	591-5	594-4
S1	580-3	580-3	589-7	586-0
S2	568-5	568-5	587-6
S3	545-5	557-3	585-5
S4	522-5	534-3	579-3

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	603-0	563-4	39-4	6.7%	12-6	2.1%	72%	True	False	4,894
10	603-0	563-4	39-4	6.7%	11-0	1.8%	72%	True	False	4,055
20	654-0	563-4	90-4	15.3%	11-0	1.9%	31%	False	False	3,084
40	654-0	541-0	113-0	19.1%	13-4	2.3%	45%	False	False	3,755

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	700-6
2.618	663-2
1.618	640-2
1.000	626-0
0.618	617-2
HIGH	603-0
0.618	594-2
0.500	591-4
0.382	588-6
LOW	580-0
0.618	565-6
1.000	557-0
1.618	542-6
2.618	519-6
4.250	482-2

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	591-7	589-1
PP	591-5	586-1
S1	591-4	583-2

Download as Excel Spreadsheet

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

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