CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 580-0 571-0 -9-0 -1.6% 583-0
High 603-0 571-0 -32-0 -5.3% 594-4
Low 580-0 562-0 -18-0 -3.1% 563-4
Close 592-0 562-0 -30-0 -5.1% 594-4
Range 23-0 9-0 -14-0 -60.9% 31-0
ATR 17-2 18-1 0-7 5.3% 0-0
Volume 5,267 10,941 5,674 107.7% 22,409
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 592-0 586-0 567-0
R3 583-0 577-0 564-4
R2 574-0 574-0 563-5
R1 568-0 568-0 562-7 566-4
PP 565-0 565-0 565-0 564-2
S1 559-0 559-0 561-1 557-4
S2 556-0 556-0 560-3
S3 547-0 550-0 559-4
S4 538-0 541-0 557-0
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
5 603-0 562-0 41-0 7.3% 11-7 2.1% 0% False True 6,659
10 603-0 562-0 41-0 7.3% 10-4 1.9% 0% False True 4,858
20 654-0 562-0 92-0 16.4% 10-6 1.9% 0% False True 3,495
40 654-0 541-0 113-0 20.1% 13-3 2.4% 19% False False 3,926
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 609-2
2.618 594-4
1.618 585-4
1.000 580-0
0.618 576-4
HIGH 571-0
0.618 567-4
0.500 566-4
0.382 565-4
LOW 562-0
0.618 556-4
1.000 553-0
1.618 547-4
2.618 538-4
4.250 523-6
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 566-4 582-4
PP 565-0 575-5
S1 563-4 568-7

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

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