CME Pit-Traded Corn Future May 2009

Trading Metrics calculated at close of trading on 24-Sep-2008

Day Change Summary
	Previous	Current
	23-Sep-2008	24-Sep-2008	Change	Change %	Previous Week
Open	581-4	600-0	18-4	3.2%	580-0
High	589-4	600-0	10-4	1.8%	603-0
Low	580-6	588-0	7-2	1.2%	550-4
Close	589-2	592-2	3-0	0.5%	569-4
Range	8-6	12-0	3-2	37.1%	52-4
ATR	18-7	18-3	-0-4	-2.6%	0-0
Volume	5,929	2,769	-3,160	-53.3%	47,104

Daily Pivots for day following 24-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	629-3	622-7	598-7
R3	617-3	610-7	595-4
R2	605-3	605-3	594-4
R1	598-7	598-7	593-3	596-1
PP	593-3	593-3	593-3	592-0
S1	586-7	586-7	591-1	584-1
S2	581-3	581-3	590-0
S3	569-3	574-7	589-0
S4	557-3	562-7	585-5

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	600-0	550-4	49-4	8.4%	13-0	2.2%	84%	True	False	7,716
10	603-0	550-4	52-4	8.9%	14-4	2.5%	80%	False	False	7,031
20	633-0	550-4	82-4	13.9%	12-1	2.0%	51%	False	False	5,070
40	654-0	541-0	113-0	19.1%	13-3	2.2%	45%	False	False	4,545

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	651-0
2.618	631-3
1.618	619-3
1.000	612-0
0.618	607-3
HIGH	600-0
0.618	595-3
0.500	594-0
0.382	592-5
LOW	588-0
0.618	580-5
1.000	576-0
1.618	568-5
2.618	556-5
4.250	537-0

Fisher Pivots for day following 24-Sep-2008
Pivot	1 day	3 day
R1	594-0	591-5
PP	593-3	591-0
S1	592-7	590-3

Download as Excel Spreadsheet

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

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