CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 541-4 522-0 -19-4 -3.6% 584-0
High 541-4 526-2 -15-2 -2.8% 600-0
Low 520-0 515-0 -5-0 -1.0% 570-2
Close 518-4 515-0 -3-4 -0.7% 572-4
Range 21-4 11-2 -10-2 -47.7% 29-6
ATR 18-5 18-1 -0-4 -2.8% 0-0
Volume 4,705 9,784 5,079 107.9% 18,516
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 552-4 545-0 521-2
R3 541-2 533-6 518-1
R2 530-0 530-0 517-0
R1 522-4 522-4 516-0 520-5
PP 518-6 518-6 518-6 517-6
S1 511-2 511-2 514-0 509-3
S2 507-4 507-4 513-0
S3 496-2 500-0 511-7
S4 485-0 488-6 508-6
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
5 593-0 515-0 78-0 15.1% 11-6 2.3% 0% False True 5,085
10 600-0 515-0 85-0 16.5% 12-3 2.4% 0% False True 6,400
20 603-0 515-0 88-0 17.1% 12-3 2.4% 0% False True 5,710
40 654-0 515-0 139-0 27.0% 12-7 2.5% 0% False True 4,556
60 744-0 515-0 229-0 44.5% 13-3 2.6% 0% False True 4,324
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 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 574-0
2.618 555-6
1.618 544-4
1.000 537-4
0.618 533-2
HIGH 526-2
0.618 522-0
0.500 520-5
0.382 519-2
LOW 515-0
0.618 508-0
1.000 503-6
1.618 496-6
2.618 485-4
4.250 467-2
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 520-5 532-6
PP 518-6 526-7
S1 516-7 520-7

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

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