CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 627-4 628-4 1-0 0.2% 583-0
High 643-0 631-4 -11-4 -1.8% 643-0
Low 627-4 621-2 -6-2 -1.0% 579-2
Close 637-0 625-6 -11-2 -1.8% 625-6
Range 15-4 10-2 -5-2 -33.9% 63-6
ATR 23-6 23-2 -0-5 -2.4% 0-0
Volume 6,219 18,705 12,486 200.8% 45,970
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 656-7 651-5 631-3
R3 646-5 641-3 628-5
R2 636-3 636-3 627-5
R1 631-1 631-1 626-6 628-5
PP 626-1 626-1 626-1 625-0
S1 620-7 620-7 624-6 618-3
S2 615-7 615-7 623-7
S3 605-5 610-5 622-7
S4 595-3 600-3 620-1
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 807-2 780-2 660-6
R3 743-4 716-4 643-2
R2 679-6 679-6 637-4
R1 652-6 652-6 631-5 666-2
PP 616-0 616-0 616-0 622-6
S1 589-0 589-0 619-7 602-4
S2 552-2 552-2 614-0
S3 488-4 525-2 608-2
S4 424-6 461-4 590-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643-0 579-2 63-6 10.2% 16-7 2.7% 73% False False 9,194
10 643-0 526-0 117-0 18.7% 18-4 3.0% 85% False False 15,577
20 643-0 526-0 117-0 18.7% 18-2 2.9% 85% False False 14,984
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 3-2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 675-0
2.618 658-3
1.618 648-1
1.000 641-6
0.618 637-7
HIGH 631-4
0.618 627-5
0.500 626-3
0.382 625-1
LOW 621-2
0.618 614-7
1.000 611-0
1.618 604-5
2.618 594-3
4.250 577-6
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 626-3 625-1
PP 626-1 624-5
S1 626-0 624-0

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

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