CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 437-0 418-0 -19-0 -4.3% 442-4
High 441-0 423-2 -17-6 -4.0% 459-0
Low 428-4 402-6 -25-6 -6.0% 425-0
Close 429-0 405-4 -23-4 -5.5% 425-6
Range 12-4 20-4 8-0 64.0% 34-0
ATR 20-0 20-3 0-4 2.3% 0-0
Volume 27,170 21,744 -5,426 -20.0% 202,238
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 472-0 459-2 416-6
R3 451-4 438-6 411-1
R2 431-0 431-0 409-2
R1 418-2 418-2 407-3 414-3
PP 410-4 410-4 410-4 408-4
S1 397-6 397-6 403-5 393-7
S2 390-0 390-0 401-6
S3 369-4 377-2 399-7
S4 349-0 356-6 394-2
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 538-5 516-1 444-4
R3 504-5 482-1 435-1
R2 470-5 470-5 432-0
R1 448-1 448-1 428-7 442-3
PP 436-5 436-5 436-5 433-6
S1 414-1 414-1 422-5 408-3
S2 402-5 402-5 419-4
S3 368-5 380-1 416-3
S4 334-5 346-1 407-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 459-0 402-6 56-2 13.9% 11-0 2.7% 5% False True 25,433
10 497-0 402-6 94-2 23.2% 13-6 3.4% 3% False True 31,941
20 590-4 402-6 187-6 46.3% 14-3 3.6% 1% False True 32,732
40 643-0 402-6 240-2 59.2% 14-4 3.6% 1% False True 26,321
60 643-0 402-6 240-2 59.2% 16-3 4.0% 1% False True 22,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 510-3
2.618 476-7
1.618 456-3
1.000 443-6
0.618 435-7
HIGH 423-2
0.618 415-3
0.500 413-0
0.382 410-5
LOW 402-6
0.618 390-1
1.000 382-2
1.618 369-5
2.618 349-1
4.250 315-5
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 413-0 421-7
PP 410-4 416-3
S1 408-0 411-0

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

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