CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 450-4 431-0 -19-4 -4.3% 455-0
High 450-4 434-0 -16-4 -3.7% 470-4
Low 440-2 414-4 -25-6 -5.8% 437-4
Close 440-6 417-0 -23-6 -5.4% 437-4
Range 10-2 19-4 9-2 90.2% 33-0
ATR 18-3 18-7 0-5 3.1% 0-0
Volume 5,945 4,965 -980 -16.5% 39,074
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 480-3 468-1 427-6
R3 460-7 448-5 422-3
R2 441-3 441-3 420-5
R1 429-1 429-1 418-6 425-4
PP 421-7 421-7 421-7 420-0
S1 409-5 409-5 415-2 406-0
S2 402-3 402-3 413-3
S3 382-7 390-1 411-5
S4 363-3 370-5 406-2
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 547-4 525-4 455-5
R3 514-4 492-4 446-5
R2 481-4 481-4 443-4
R1 459-4 459-4 440-4 454-0
PP 448-4 448-4 448-4 445-6
S1 426-4 426-4 434-4 421-0
S2 415-4 415-4 431-4
S3 382-4 393-4 428-3
S4 349-4 360-4 419-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 470-4 414-4 56-0 13.4% 10-0 2.4% 4% False True 5,369
10 498-0 414-4 83-4 20.0% 11-2 2.7% 3% False True 6,598
20 600-0 414-4 185-4 44.5% 11-6 2.8% 1% False True 6,499
40 654-0 414-4 239-4 57.4% 11-5 2.8% 1% False True 5,076
60 654-0 414-4 239-4 57.4% 13-1 3.2% 1% False True 4,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 516-7
2.618 485-0
1.618 465-4
1.000 453-4
0.618 446-0
HIGH 434-0
0.618 426-4
0.500 424-2
0.382 422-0
LOW 414-4
0.618 402-4
1.000 395-0
1.618 383-0
2.618 363-4
4.250 331-5
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 424-2 432-4
PP 421-7 427-3
S1 419-3 422-1

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

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