CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 413-0 417-6 4-6 1.2% 447-0
High 419-0 435-0 16-0 3.8% 450-4
Low 400-0 417-6 17-6 4.4% 400-0
Close 412-4 431-6 19-2 4.7% 431-6
Range 19-0 17-2 -1-6 -9.2% 50-4
ATR 18-7 19-1 0-2 1.4% 0-0
Volume 4,723 9,281 4,558 96.5% 27,358
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 479-7 473-1 441-2
R3 462-5 455-7 436-4
R2 445-3 445-3 434-7
R1 438-5 438-5 433-3 442-0
PP 428-1 428-1 428-1 429-7
S1 421-3 421-3 430-1 424-6
S2 410-7 410-7 428-5
S3 393-5 404-1 427-0
S4 376-3 386-7 422-2
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 578-7 555-7 459-4
R3 528-3 505-3 445-5
R2 477-7 477-7 441-0
R1 454-7 454-7 436-3 441-1
PP 427-3 427-3 427-3 420-4
S1 404-3 404-3 427-1 390-5
S2 376-7 376-7 422-4
S3 326-3 353-7 417-7
S4 275-7 303-3 404-0
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 11.7% 15-2 3.5% 63% False False 5,471
10 470-4 400-0 70-4 16.3% 12-1 2.8% 45% False False 6,643
20 600-0 400-0 200-0 46.3% 11-6 2.7% 16% False False 5,884
40 654-0 400-0 254-0 58.8% 12-1 2.8% 13% False False 5,299
60 654-0 400-0 254-0 58.8% 13-0 3.0% 13% False False 4,871
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 2-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 508-2
2.618 480-1
1.618 462-7
1.000 452-2
0.618 445-5
HIGH 435-0
0.618 428-3
0.500 426-3
0.382 424-3
LOW 417-6
0.618 407-1
1.000 400-4
1.618 389-7
2.618 372-5
4.250 344-4
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 430-0 427-0
PP 428-1 422-2
S1 426-3 417-4

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

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