CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 430-0 427-4 -2-4 -0.6% 399-4
High 434-2 445-0 10-6 2.5% 450-0
Low 426-4 427-4 1-0 0.2% 397-4
Close 430-6 432-4 1-6 0.4% 430-6
Range 7-6 17-4 9-6 125.8% 52-4
ATR 18-7 18-6 -0-1 -0.5% 0-0
Volume 6,880 6,594 -286 -4.2% 33,429
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 487-4 477-4 442-1
R3 470-0 460-0 437-2
R2 452-4 452-4 435-6
R1 442-4 442-4 434-1 447-4
PP 435-0 435-0 435-0 437-4
S1 425-0 425-0 430-7 430-0
S2 417-4 417-4 429-2
S3 400-0 407-4 427-6
S4 382-4 390-0 422-7
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 583-5 559-5 459-5
R3 531-1 507-1 445-2
R2 478-5 478-5 440-3
R1 454-5 454-5 435-4 466-5
PP 426-1 426-1 426-1 432-0
S1 402-1 402-1 426-0 414-1
S2 373-5 373-5 421-1
S3 321-1 349-5 416-2
S4 268-5 297-1 401-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450-0 415-6 34-2 7.9% 14-4 3.4% 49% False False 6,644
10 450-0 397-4 52-4 12.1% 13-2 3.1% 67% False False 6,927
20 470-4 397-4 73-0 16.9% 13-1 3.0% 48% False False 6,741
40 603-0 397-4 205-4 47.5% 13-0 3.0% 17% False False 6,505
60 654-0 397-4 256-4 59.3% 12-6 3.0% 14% False False 5,442
80 715-0 397-4 317-4 73.4% 13-3 3.1% 11% False False 5,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 519-3
2.618 490-7
1.618 473-3
1.000 462-4
0.618 455-7
HIGH 445-0
0.618 438-3
0.500 436-2
0.382 434-1
LOW 427-4
0.618 416-5
1.000 410-0
1.618 399-1
2.618 381-5
4.250 353-1
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 436-2 435-7
PP 435-0 434-6
S1 433-6 433-5

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

View Archives - Comment on this page... - Back to Index of Symbols