CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 581-4 549-4 -32-0 -5.5% 584-0
High 581-6 550-4 -31-2 -5.4% 600-0
Low 570-2 542-4 -27-6 -4.9% 570-2
Close 572-4 542-4 -30-0 -5.2% 572-4
Range 11-4 8-0 -3-4 -30.4% 29-6
ATR 17-4 18-3 0-7 5.1% 0-0
Volume 2,939 4,707 1,768 60.2% 18,516
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 569-1 563-7 546-7
R3 561-1 555-7 544-6
R2 553-1 553-1 544-0
R1 547-7 547-7 543-2 546-4
PP 545-1 545-1 545-1 544-4
S1 539-7 539-7 541-6 538-4
S2 537-1 537-1 541-0
S3 529-1 531-7 540-2
S4 521-1 523-7 538-1
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 670-1 651-1 588-7
R3 640-3 621-3 580-5
R2 610-5 610-5 578-0
R1 591-5 591-5 575-2 586-2
PP 580-7 580-7 580-7 578-2
S1 561-7 561-7 569-6 556-4
S2 551-1 551-1 567-0
S3 521-3 532-1 564-3
S4 491-5 502-3 556-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 600-0 542-4 57-4 10.6% 9-3 1.7% 0% False True 3,926
10 600-0 542-4 57-4 10.6% 12-7 2.4% 0% False True 6,506
20 603-0 542-4 60-4 11.2% 11-7 2.2% 0% False True 5,280
40 654-0 541-0 113-0 20.8% 13-1 2.4% 1% False False 4,384
60 773-4 541-0 232-4 42.9% 13-2 2.4% 1% False False 4,124
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 584-4
2.618 571-4
1.618 563-4
1.000 558-4
0.618 555-4
HIGH 550-4
0.618 547-4
0.500 546-4
0.382 545-4
LOW 542-4
0.618 537-4
1.000 534-4
1.618 529-4
2.618 521-4
4.250 508-4
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 546-4 567-6
PP 545-1 559-3
S1 543-7 550-7

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

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