CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 489-4 455-0 -34-4 -7.0% 549-4
High 498-0 459-0 -39-0 -7.8% 550-4
Low 484-4 454-6 -29-6 -6.1% 484-4
Close 484-6 454-6 -30-0 -6.2% 484-6
Range 13-4 4-2 -9-2 -68.5% 66-0
ATR 18-5 19-3 0-7 4.4% 0-0
Volume 8,628 7,826 -802 -9.3% 32,748
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 468-7 466-1 457-1
R3 464-5 461-7 455-7
R2 460-3 460-3 455-4
R1 457-5 457-5 455-1 456-7
PP 456-1 456-1 456-1 455-6
S1 453-3 453-3 454-3 452-5
S2 451-7 451-7 454-0
S3 447-5 449-1 453-5
S4 443-3 444-7 452-3
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
5 541-4 454-6 86-6 19.1% 12-6 2.8% 0% False True 7,173
10 600-0 454-6 145-2 31.9% 11-0 2.4% 0% False True 5,550
20 603-0 454-6 148-2 32.6% 12-6 2.8% 0% False True 6,270
40 654-0 454-6 199-2 43.8% 12-5 2.8% 0% False True 4,793
60 715-0 454-6 260-2 57.2% 13-3 2.9% 0% False True 4,528
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-4
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 477-0
2.618 470-1
1.618 465-7
1.000 463-2
0.618 461-5
HIGH 459-0
0.618 457-3
0.500 456-7
0.382 456-3
LOW 454-6
0.618 452-1
1.000 450-4
1.618 447-7
2.618 443-5
4.250 436-6
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 456-7 476-3
PP 456-1 469-1
S1 455-4 462-0

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

View Archives - Comment on this page... - Back to Index of Symbols