CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 357-4 331-6 -25-6 -7.2% 367-2
High 357-6 333-4 -24-2 -6.8% 367-4
Low 344-4 316-0 -28-4 -8.3% 316-0
Close 345-0 319-2 -25-6 -7.5% 319-2
Range 13-2 17-4 4-2 32.1% 51-4
ATR 13-2 14-3 1-1 8.5% 0-0
Volume 21,288 11,797 -9,491 -44.6% 74,466
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 375-3 364-7 328-7
R3 357-7 347-3 324-0
R2 340-3 340-3 322-4
R1 329-7 329-7 320-7 326-3
PP 322-7 322-7 322-7 321-2
S1 312-3 312-3 317-5 308-7
S2 305-3 305-3 316-0
S3 287-7 294-7 314-4
S4 270-3 277-3 309-5
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 488-6 455-4 347-5
R3 437-2 404-0 333-3
R2 385-6 385-6 328-6
R1 352-4 352-4 324-0 343-3
PP 334-2 334-2 334-2 329-6
S1 301-0 301-0 314-4 291-7
S2 282-6 282-6 309-6
S3 231-2 249-4 305-1
S4 179-6 198-0 290-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 367-4 316-0 51-4 16.1% 10-2 3.2% 6% False True 14,893
10 387-0 316-0 71-0 22.2% 9-7 3.1% 5% False True 12,825
20 417-0 316-0 101-0 31.6% 9-3 2.9% 3% False True 12,592
40 450-4 316-0 134-4 42.1% 10-6 3.4% 2% False True 9,680
60 603-0 316-0 287-0 89.9% 11-6 3.7% 1% False True 8,740
80 654-0 316-0 338-0 105.9% 11-4 3.6% 1% False True 7,241
100 708-0 316-0 392-0 122.8% 12-4 3.9% 1% False True 6,691
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 407-7
2.618 379-3
1.618 361-7
1.000 351-0
0.618 344-3
HIGH 333-4
0.618 326-7
0.500 324-6
0.382 322-5
LOW 316-0
0.618 305-1
1.000 298-4
1.618 287-5
2.618 270-1
4.250 241-5
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 324-6 340-3
PP 322-7 333-3
S1 321-1 326-2

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

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