CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 431-0 413-0 -18-0 -4.2% 455-0
High 434-0 419-0 -15-0 -3.5% 470-4
Low 414-4 400-0 -14-4 -3.5% 437-4
Close 417-0 412-4 -4-4 -1.1% 437-4
Range 19-4 19-0 -0-4 -2.6% 33-0
ATR 18-7 18-7 0-0 0.0% 0-0
Volume 4,965 4,723 -242 -4.9% 39,074
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 467-4 459-0 423-0
R3 448-4 440-0 417-6
R2 429-4 429-4 416-0
R1 421-0 421-0 414-2 415-6
PP 410-4 410-4 410-4 407-7
S1 402-0 402-0 410-6 396-6
S2 391-4 391-4 409-0
S3 372-4 383-0 407-2
S4 353-4 364-0 402-0
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
5 450-4 400-0 50-4 12.2% 11-6 2.9% 25% False True 5,200
10 498-0 400-0 98-0 23.8% 11-6 2.9% 13% False True 6,577
20 600-0 400-0 200-0 48.5% 11-2 2.7% 6% False True 6,192
40 654-0 400-0 254-0 61.6% 11-7 2.9% 5% False True 5,129
60 654-0 400-0 254-0 61.6% 12-7 3.1% 5% False True 4,810
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 499-6
2.618 468-6
1.618 449-6
1.000 438-0
0.618 430-6
HIGH 419-0
0.618 411-6
0.500 409-4
0.382 407-2
LOW 400-0
0.618 388-2
1.000 381-0
1.618 369-2
2.618 350-2
4.250 319-2
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 411-4 425-2
PP 410-4 421-0
S1 409-4 416-6

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

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