CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 522-0 494-4 -27-4 -5.3% 584-0
High 526-2 498-0 -28-2 -5.4% 600-0
Low 515-0 485-0 -30-0 -5.8% 570-2
Close 515-0 485-0 -30-0 -5.8% 572-4
Range 11-2 13-0 1-6 15.6% 29-6
ATR 18-1 19-0 0-7 4.7% 0-0
Volume 9,784 4,924 -4,860 -49.7% 18,516
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 528-3 519-5 492-1
R3 515-3 506-5 488-5
R2 502-3 502-3 487-3
R1 493-5 493-5 486-2 491-4
PP 489-3 489-3 489-3 488-2
S1 480-5 480-5 483-6 478-4
S2 476-3 476-3 482-5
S3 463-3 467-5 481-3
S4 450-3 454-5 477-7
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
5 581-6 485-0 96-6 19.9% 13-0 2.7% 0% False True 5,411
10 600-0 485-0 115-0 23.7% 10-5 2.2% 0% False True 5,806
20 603-0 485-0 118-0 24.3% 12-3 2.6% 0% False True 5,725
40 654-0 485-0 169-0 34.8% 12-4 2.6% 0% False True 4,584
60 739-0 485-0 254-0 52.4% 13-3 2.8% 0% False True 4,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 553-2
2.618 532-0
1.618 519-0
1.000 511-0
0.618 506-0
HIGH 498-0
0.618 493-0
0.500 491-4
0.382 490-0
LOW 485-0
0.618 477-0
1.000 472-0
1.618 464-0
2.618 451-0
4.250 429-6
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 491-4 513-2
PP 489-3 503-7
S1 487-1 494-3

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

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