CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 431-4 429-4 -2-0 -0.5% 435-0
High 437-2 435-0 -2-2 -0.5% 441-0
Low 424-2 425-0 0-6 0.2% 388-4
Close 436-2 427-6 -8-4 -1.9% 420-4
Range 13-0 10-0 -3-0 -23.1% 52-4
ATR 20-3 19-5 -0-5 -3.2% 0-0
Volume 26,485 16,920 -9,565 -36.1% 137,029
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 459-2 453-4 433-2
R3 449-2 443-4 430-4
R2 439-2 439-2 429-5
R1 433-4 433-4 428-5 431-3
PP 429-2 429-2 429-2 428-2
S1 423-4 423-4 426-7 421-3
S2 419-2 419-2 425-7
S3 409-2 413-4 425-0
S4 399-2 403-4 422-2
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 574-1 549-7 449-3
R3 521-5 497-3 435-0
R2 469-1 469-1 430-1
R1 444-7 444-7 425-2 430-6
PP 416-5 416-5 416-5 409-5
S1 392-3 392-3 415-6 378-2
S2 364-1 364-1 410-7
S3 311-5 339-7 406-0
S4 259-1 287-3 391-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 437-2 388-4 48-6 11.4% 16-4 3.9% 81% False False 28,205
10 459-0 388-4 70-4 16.5% 13-7 3.2% 56% False False 30,423
20 590-4 388-4 202-0 47.2% 14-3 3.3% 19% False False 29,328
40 621-4 388-4 233-0 54.5% 14-5 3.4% 17% False False 28,250
60 643-0 388-4 254-4 59.5% 16-0 3.8% 15% False False 23,821
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 477-4
2.618 461-1
1.618 451-1
1.000 445-0
0.618 441-1
HIGH 435-0
0.618 431-1
0.500 430-0
0.382 428-7
LOW 425-0
0.618 418-7
1.000 415-0
1.618 408-7
2.618 398-7
4.250 382-4
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 430-0 425-6
PP 429-2 423-5
S1 428-4 421-5

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

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