CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 564-0 584-0 20-0 3.5% 580-0
High 571-0 589-4 18-4 3.2% 603-0
Low 564-0 583-0 19-0 3.4% 550-4
Close 569-4 587-2 17-6 3.1% 569-4
Range 7-0 6-4 -0-4 -7.1% 52-4
ATR 19-5 19-5 0-0 0.1% 0-0
Volume 15,426 3,589 -11,837 -76.7% 47,104
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 606-1 603-1 590-7
R3 599-5 596-5 589-0
R2 593-1 593-1 588-4
R1 590-1 590-1 587-7 591-5
PP 586-5 586-5 586-5 587-2
S1 583-5 583-5 586-5 585-1
S2 580-1 580-1 586-0
S3 573-5 577-1 585-4
S4 567-1 570-5 583-5
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 731-7 703-1 598-3
R3 679-3 650-5 584-0
R2 626-7 626-7 579-1
R1 598-1 598-1 574-2 586-2
PP 574-3 574-3 574-3 568-3
S1 545-5 545-5 564-6 533-6
S2 521-7 521-7 559-7
S3 469-3 493-1 555-0
S4 416-7 440-5 540-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 589-4 550-4 39-0 6.6% 16-2 2.8% 94% True False 9,085
10 603-0 550-4 52-4 8.9% 14-4 2.5% 70% False False 6,989
20 654-0 550-4 103-4 17.6% 12-4 2.1% 36% False False 4,797
40 654-0 541-0 113-0 19.2% 13-4 2.3% 41% False False 4,416
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 1-5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 617-1
2.618 606-4
1.618 600-0
1.000 596-0
0.618 593-4
HIGH 589-4
0.618 587-0
0.500 586-2
0.382 585-4
LOW 583-0
0.618 579-0
1.000 576-4
1.618 572-4
2.618 566-0
4.250 555-3
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 586-7 581-4
PP 586-5 575-6
S1 586-2 570-0

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

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