CME Pit-Traded Corn Future May 2009

Trading Metrics calculated at close of trading on 03-Oct-2008

Day Change Summary
	Previous	Current
	02-Oct-2008	03-Oct-2008	Change	Change %	Previous Week
Open	494-4	489-4	-5-0	-1.0%	549-4
High	498-0	498-0	0-0	0.0%	550-4
Low	485-0	484-4	-0-4	-0.1%	484-4
Close	485-0	484-6	-0-2	-0.1%	484-6
Range	13-0	13-4	0-4	3.8%	66-0
ATR	19-0	18-5	-0-3	-2.1%	0-0
Volume	4,924	8,628	3,704	75.2%	32,748

Daily Pivots for day following 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	529-5	520-5	492-1
R3	516-1	507-1	488-4
R2	502-5	502-5	487-2
R1	493-5	493-5	486-0	491-3
PP	489-1	489-1	489-1	488-0
S1	480-1	480-1	483-4	477-7
S2	475-5	475-5	482-2
S3	462-1	466-5	481-0
S4	448-5	453-1	477-3

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	704-5	660-5	521-0
R3	638-5	594-5	502-7
R2	572-5	572-5	496-7
R1	528-5	528-5	490-6	517-5
PP	506-5	506-5	506-5	501-0
S1	462-5	462-5	478-6	451-5
S2	440-5	440-5	472-5
S3	374-5	396-5	466-5
S4	308-5	330-5	448-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	550-4	484-4	66-0	13.6%	13-4	2.8%	0%	False	True	6,549
10	600-0	484-4	115-4	23.8%	11-2	2.3%	0%	False	True	5,126
20	603-0	484-4	118-4	24.4%	12-7	2.7%	0%	False	True	6,038
40	654-0	484-4	169-4	35.0%	12-6	2.6%	0%	False	True	4,687
60	739-0	484-4	254-4	52.5%	13-4	2.8%	0%	False	True	4,443

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	1-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	555-3
2.618	533-3
1.618	519-7
1.000	511-4
0.618	506-3
HIGH	498-0
0.618	492-7
0.500	491-2
0.382	489-5
LOW	484-4
0.618	476-1
1.000	471-0
1.618	462-5
2.618	449-1
4.250	427-1

Fisher Pivots for day following 03-Oct-2008
Pivot	1 day	3 day
R1	491-2	505-3
PP	489-1	498-4
S1	486-7	491-5

Download as Excel Spreadsheet

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

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