CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 400-4 396-4 -4-0 -1.0% 427-4
High 405-0 410-4 5-4 1.4% 449-6
Low 392-6 394-4 1-6 0.4% 404-6
Close 403-6 398-0 -5-6 -1.4% 405-4
Range 12-2 16-0 3-6 30.6% 45-0
ATR 17-4 17-3 -0-1 -0.6% 0-0
Volume 9,617 14,955 5,338 55.5% 48,371
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 449-0 439-4 406-6
R3 433-0 423-4 402-3
R2 417-0 417-0 400-7
R1 407-4 407-4 399-4 412-2
PP 401-0 401-0 401-0 403-3
S1 391-4 391-4 396-4 396-2
S2 385-0 385-0 395-1
S3 369-0 375-4 393-5
S4 353-0 359-4 389-2
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 555-0 525-2 430-2
R3 510-0 480-2 417-7
R2 465-0 465-0 413-6
R1 435-2 435-2 409-5 427-5
PP 420-0 420-0 420-0 416-2
S1 390-2 390-2 401-3 382-5
S2 375-0 375-0 397-2
S3 330-0 345-2 393-1
S4 285-0 300-2 380-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 415-0 392-6 22-2 5.6% 10-5 2.7% 24% False False 13,031
10 449-6 392-6 57-0 14.3% 10-6 2.7% 9% False False 9,612
20 450-0 392-6 57-2 14.4% 12-4 3.2% 9% False False 8,279
40 600-0 392-6 207-2 52.1% 12-1 3.1% 3% False False 7,389
60 654-0 392-6 261-2 65.6% 11-7 3.0% 2% False False 6,144
80 654-0 392-6 261-2 65.6% 13-0 3.3% 2% False False 5,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 478-4
2.618 452-3
1.618 436-3
1.000 426-4
0.618 420-3
HIGH 410-4
0.618 404-3
0.500 402-4
0.382 400-5
LOW 394-4
0.618 384-5
1.000 378-4
1.618 368-5
2.618 352-5
4.250 326-4
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 402-4 403-7
PP 401-0 401-7
S1 399-4 400-0

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

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