CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 549-4 541-4 -8-0 -1.5% 584-0
High 550-4 541-4 -9-0 -1.6% 600-0
Low 542-4 520-0 -22-4 -4.1% 570-2
Close 542-4 518-4 -24-0 -4.4% 572-4
Range 8-0 21-4 13-4 168.8% 29-6
ATR 18-3 18-5 0-2 1.6% 0-0
Volume 4,707 4,705 -2 0.0% 18,516
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 591-1 576-3 530-3
R3 569-5 554-7 524-3
R2 548-1 548-1 522-4
R1 533-3 533-3 520-4 530-0
PP 526-5 526-5 526-5 525-0
S1 511-7 511-7 516-4 508-4
S2 505-1 505-1 514-4
S3 483-5 490-3 512-5
S4 462-1 468-7 506-5
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
5 600-0 520-0 80-0 15.4% 11-7 2.3% -2% False True 3,682
10 600-0 520-0 80-0 15.4% 14-1 2.7% -2% False True 5,882
20 603-0 520-0 83-0 16.0% 12-2 2.4% -2% False True 5,370
40 654-0 520-0 134-0 25.8% 13-1 2.5% -1% False True 4,451
60 751-0 520-0 231-0 44.6% 13-4 2.6% -1% False True 4,172
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 1-3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 632-7
2.618 597-6
1.618 576-2
1.000 563-0
0.618 554-6
HIGH 541-4
0.618 533-2
0.500 530-6
0.382 528-2
LOW 520-0
0.618 506-6
1.000 498-4
1.618 485-2
2.618 463-6
4.250 428-5
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 530-6 550-7
PP 526-5 540-1
S1 522-5 529-2

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

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