CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 581-0 612-0 31-0 5.3% 538-0
High 610-0 616-0 6-0 1.0% 597-4
Low 581-0 605-0 24-0 4.1% 526-0
Close 603-6 614-0 10-2 1.7% 568-4
Range 29-0 11-0 -18-0 -62.1% 71-4
ATR 24-2 23-3 -0-7 -3.5% 0-0
Volume 6,477 7,893 1,416 21.9% 109,804
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 644-5 640-3 620-0
R3 633-5 629-3 617-0
R2 622-5 622-5 616-0
R1 618-3 618-3 615-0 620-4
PP 611-5 611-5 611-5 612-6
S1 607-3 607-3 613-0 609-4
S2 600-5 600-5 612-0
S3 589-5 596-3 611-0
S4 578-5 585-3 608-0
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 778-4 745-0 607-7
R3 707-0 673-4 588-1
R2 635-4 635-4 581-5
R1 602-0 602-0 575-0 618-6
PP 564-0 564-0 564-0 572-3
S1 530-4 530-4 562-0 547-2
S2 492-4 492-4 555-3
S3 421-0 459-0 548-7
S4 349-4 387-4 529-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 616-0 566-4 49-4 8.1% 20-0 3.3% 96% True False 10,664
10 616-0 526-0 90-0 14.7% 18-0 2.9% 98% True False 16,461
20 642-0 526-0 116-0 18.9% 18-5 3.0% 76% False False 15,133
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 3-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 662-6
2.618 644-6
1.618 633-6
1.000 627-0
0.618 622-6
HIGH 616-0
0.618 611-6
0.500 610-4
0.382 609-2
LOW 605-0
0.618 598-2
1.000 594-0
1.618 587-2
2.618 576-2
4.250 558-2
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 612-7 608-4
PP 611-5 603-1
S1 610-4 597-5

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

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