CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 612-0 627-4 15-4 2.5% 538-0
High 616-0 643-0 27-0 4.4% 597-4
Low 605-0 627-4 22-4 3.7% 526-0
Close 614-0 637-0 23-0 3.7% 568-4
Range 11-0 15-4 4-4 40.9% 71-4
ATR 23-3 23-6 0-3 1.7% 0-0
Volume 7,893 6,219 -1,674 -21.2% 109,804
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 682-3 675-1 645-4
R3 666-7 659-5 641-2
R2 651-3 651-3 639-7
R1 644-1 644-1 638-3 647-6
PP 635-7 635-7 635-7 637-5
S1 628-5 628-5 635-5 632-2
S2 620-3 620-3 634-1
S3 604-7 613-1 632-6
S4 589-3 597-5 628-4
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
5 643-0 566-4 76-4 12.0% 17-4 2.7% 92% True False 8,673
10 643-0 526-0 117-0 18.4% 18-4 2.9% 95% True False 14,689
20 643-0 526-0 117-0 18.4% 18-4 2.9% 95% True False 14,474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 708-7
2.618 683-5
1.618 668-1
1.000 658-4
0.618 652-5
HIGH 643-0
0.618 637-1
0.500 635-2
0.382 633-3
LOW 627-4
0.618 617-7
1.000 612-0
1.618 602-3
2.618 586-7
4.250 561-5
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 636-3 628-5
PP 635-7 620-3
S1 635-2 612-0

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

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