CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 442-4 441-4 -1-0 -0.2% 447-0
High 449-0 442-4 -6-4 -1.4% 450-4
Low 436-0 438-2 2-2 0.5% 400-0
Close 448-0 439-2 -8-6 -2.0% 431-6
Range 13-0 4-2 -8-6 -67.3% 50-4
ATR 19-0 18-3 -0-5 -3.5% 0-0
Volume 6,948 3,653 -3,295 -47.4% 27,358
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 452-6 450-2 441-5
R3 448-4 446-0 440-3
R2 444-2 444-2 440-0
R1 441-6 441-6 439-5 440-7
PP 440-0 440-0 440-0 439-4
S1 437-4 437-4 438-7 436-5
S2 435-6 435-6 438-4
S3 431-4 433-2 438-1
S4 427-2 429-0 436-7
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
5 449-0 400-0 49-0 11.2% 14-5 3.3% 80% False False 5,914
10 470-4 400-0 70-4 16.1% 12-3 2.8% 56% False False 5,874
20 600-0 400-0 200-0 45.5% 11-6 2.7% 20% False False 5,938
40 633-0 400-0 233-0 53.0% 11-7 2.7% 17% False False 5,491
60 654-0 400-0 254-0 57.8% 13-0 3.0% 15% False False 4,985
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 460-4
2.618 453-5
1.618 449-3
1.000 446-6
0.618 445-1
HIGH 442-4
0.618 440-7
0.500 440-3
0.382 439-7
LOW 438-2
0.618 435-5
1.000 434-0
1.618 431-3
2.618 427-1
4.250 420-2
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 440-3 437-2
PP 440-0 435-3
S1 439-5 433-3

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

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