CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 400-0 388-0 -12-0 -3.0% 431-4
High 416-4 408-0 -8-4 -2.0% 437-2
Low 400-0 388-0 -12-0 -3.0% 388-0
Close 406-2 388-6 -17-4 -4.3% 388-6
Range 16-4 20-0 3-4 21.2% 49-2
ATR 20-1 20-1 0-0 0.0% 0-0
Volume 51,246 40,758 -10,488 -20.5% 196,819
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 454-7 441-7 399-6
R3 434-7 421-7 394-2
R2 414-7 414-7 392-3
R1 401-7 401-7 390-5 408-3
PP 394-7 394-7 394-7 398-2
S1 381-7 381-7 386-7 388-3
S2 374-7 374-7 385-1
S3 354-7 361-7 383-2
S4 334-7 341-7 377-6
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 552-3 519-7 415-7
R3 503-1 470-5 402-2
R2 453-7 453-7 397-6
R1 421-3 421-3 393-2 413-0
PP 404-5 404-5 404-5 400-4
S1 372-1 372-1 384-2 363-6
S2 355-3 355-3 379-6
S3 306-1 322-7 375-2
S4 256-7 273-5 361-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 437-2 388-0 49-2 12.7% 13-6 3.5% 2% False True 39,363
10 441-0 388-0 53-0 13.6% 15-2 3.9% 1% False True 33,384
20 542-0 388-0 154-0 39.6% 14-6 3.8% 0% False True 33,792
40 618-0 388-0 230-0 59.2% 14-7 3.8% 0% False True 31,056
60 643-0 388-0 255-0 65.6% 15-7 4.1% 0% False True 25,743
80 799-0 388-0 411-0 105.7% 16-4 4.2% 0% False True 22,559
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 3-4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 493-0
2.618 460-3
1.618 440-3
1.000 428-0
0.618 420-3
HIGH 408-0
0.618 400-3
0.500 398-0
0.382 395-5
LOW 388-0
0.618 375-5
1.000 368-0
1.618 355-5
2.618 335-5
4.250 303-0
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 398-0 402-2
PP 394-7 397-6
S1 391-7 393-2

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

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