CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 441-4 417-0 -24-4 -5.5% 447-0
High 442-4 417-0 -25-4 -5.8% 450-4
Low 438-2 411-0 -27-2 -6.2% 400-0
Close 439-2 412-0 -27-2 -6.2% 431-6
Range 4-2 6-0 1-6 41.2% 50-4
ATR 18-3 19-1 0-6 3.8% 0-0
Volume 3,653 10,127 6,474 177.2% 27,358
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 431-3 427-5 415-2
R3 425-3 421-5 413-5
R2 419-3 419-3 413-1
R1 415-5 415-5 412-4 414-4
PP 413-3 413-3 413-3 412-6
S1 409-5 409-5 411-4 408-4
S2 407-3 407-3 410-7
S3 401-3 403-5 410-3
S4 395-3 397-5 408-6
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 11.9% 11-7 2.9% 24% False False 6,946
10 470-4 400-0 70-4 17.1% 11-0 2.7% 17% False False 6,158
20 593-0 400-0 193-0 46.8% 11-4 2.8% 6% False False 6,306
40 633-0 400-0 233-0 56.6% 11-6 2.9% 5% False False 5,688
60 654-0 400-0 254-0 61.7% 12-6 3.1% 5% False False 5,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 442-4
2.618 432-6
1.618 426-6
1.000 423-0
0.618 420-6
HIGH 417-0
0.618 414-6
0.500 414-0
0.382 413-2
LOW 411-0
0.618 407-2
1.000 405-0
1.618 401-2
2.618 395-2
4.250 385-4
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 414-0 430-0
PP 413-3 424-0
S1 412-5 418-0

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

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