CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 551-0 571-0 20-0 3.6% 570-0
High 556-4 582-2 25-6 4.6% 582-2
Low 551-0 568-0 17-0 3.1% 550-4
Close 552-2 582-0 29-6 5.4% 582-0
Range 5-4 14-2 8-6 159.1% 31-6
ATR 17-7 18-6 0-7 4.8% 0-0
Volume 21,120 15,840 -5,280 -25.0% 111,226
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 620-1 615-3 589-7
R3 605-7 601-1 585-7
R2 591-5 591-5 584-5
R1 586-7 586-7 583-2 589-2
PP 577-3 577-3 577-3 578-5
S1 572-5 572-5 580-6 575-0
S2 563-1 563-1 579-3
S3 548-7 558-3 578-1
S4 534-5 544-1 574-1
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 666-7 656-1 599-4
R3 635-1 624-3 590-6
R2 603-3 603-3 587-7
R1 592-5 592-5 584-7 598-0
PP 571-5 571-5 571-5 574-2
S1 560-7 560-7 579-1 566-2
S2 539-7 539-7 576-1
S3 508-1 529-1 573-2
S4 476-3 497-3 564-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 582-2 550-4 31-6 5.5% 10-7 1.9% 99% True False 22,245
10 618-0 550-4 67-4 11.6% 11-7 2.0% 47% False False 20,331
20 643-0 550-4 92-4 15.9% 13-5 2.3% 34% False False 15,791
40 673-0 526-0 147-0 25.3% 16-7 2.9% 38% False False 16,168
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 True
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 642-6
2.618 619-4
1.618 605-2
1.000 596-4
0.618 591-0
HIGH 582-2
0.618 576-6
0.500 575-1
0.382 573-4
LOW 568-0
0.618 559-2
1.000 553-6
1.618 545-0
2.618 530-6
4.250 507-4
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 579-6 576-7
PP 577-3 571-6
S1 575-1 566-5

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

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