CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 417-0 410-6 -6-2 -1.5% 447-0
High 417-0 428-2 11-2 2.7% 450-4
Low 411-0 410-6 -0-2 -0.1% 400-0
Close 412-0 417-2 5-2 1.3% 431-6
Range 6-0 17-4 11-4 191.7% 50-4
ATR 19-1 19-0 -0-1 -0.6% 0-0
Volume 10,127 8,954 -1,173 -11.6% 27,358
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 471-2 461-6 426-7
R3 453-6 444-2 422-0
R2 436-2 436-2 420-4
R1 426-6 426-6 418-7 431-4
PP 418-6 418-6 418-6 421-1
S1 409-2 409-2 415-5 414-0
S2 401-2 401-2 414-0
S3 383-6 391-6 412-4
S4 366-2 374-2 407-5
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
5 449-0 410-6 38-2 9.2% 11-5 2.8% 17% False True 7,792
10 450-4 400-0 50-4 12.1% 11-6 2.8% 34% False False 6,496
20 581-6 400-0 181-6 43.6% 12-0 2.9% 9% False False 6,590
40 629-0 400-0 229-0 54.9% 12-0 2.9% 8% False False 5,854
60 654-0 400-0 254-0 60.9% 12-7 3.1% 7% False False 5,183
80 807-0 400-0 407-0 97.5% 13-2 3.2% 4% False False 4,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 502-5
2.618 474-1
1.618 456-5
1.000 445-6
0.618 439-1
HIGH 428-2
0.618 421-5
0.500 419-4
0.382 417-3
LOW 410-6
0.618 399-7
1.000 393-2
1.618 382-3
2.618 364-7
4.250 336-3
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 419-4 426-5
PP 418-6 423-4
S1 418-0 420-3

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

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