CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 454-2 443-4 -10-6 -2.4% 549-4
High 457-0 457-6 0-6 0.2% 550-4
Low 445-4 438-0 -7-4 -1.7% 484-4
Close 445-4 455-6 10-2 2.3% 484-6
Range 11-4 19-6 8-2 71.7% 66-0
ATR 18-7 18-7 0-1 0.3% 0-0
Volume 10,460 7,294 -3,166 -30.3% 32,748
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 509-6 502-4 466-5
R3 490-0 482-6 461-1
R2 470-2 470-2 459-3
R1 463-0 463-0 457-4 466-5
PP 450-4 450-4 450-4 452-2
S1 443-2 443-2 454-0 446-7
S2 430-6 430-6 452-1
S3 411-0 423-4 450-3
S4 391-2 403-6 444-7
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
5 498-0 438-0 60-0 13.2% 12-3 2.7% 30% False True 7,826
10 593-0 438-0 155-0 34.0% 12-1 2.6% 11% False True 6,455
20 603-0 438-0 165-0 36.2% 13-2 2.9% 11% False True 6,743
40 654-0 438-0 216-0 47.4% 12-5 2.8% 8% False True 4,983
60 708-0 438-0 270-0 59.2% 13-6 3.0% 7% False True 4,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 541-6
2.618 509-4
1.618 489-6
1.000 477-4
0.618 470-0
HIGH 457-6
0.618 450-2
0.500 447-7
0.382 445-4
LOW 438-0
0.618 425-6
1.000 418-2
1.618 406-0
2.618 386-2
4.250 354-0
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 453-1 453-3
PP 450-4 450-7
S1 447-7 448-4

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

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