CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 388-0 389-0 1-0 0.3% 431-4
High 408-0 403-0 -5-0 -1.2% 437-2
Low 388-0 385-0 -3-0 -0.8% 388-0
Close 388-6 402-2 13-4 3.5% 388-6
Range 20-0 18-0 -2-0 -10.0% 49-2
ATR 20-1 20-0 -0-1 -0.7% 0-0
Volume 40,758 37,424 -3,334 -8.2% 196,819
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 450-6 444-4 412-1
R3 432-6 426-4 407-2
R2 414-6 414-6 405-4
R1 408-4 408-4 403-7 411-5
PP 396-6 396-6 396-6 398-2
S1 390-4 390-4 400-5 393-5
S2 378-6 378-6 399-0
S3 360-6 372-4 397-2
S4 342-6 354-4 392-3
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
5 435-0 385-0 50-0 12.4% 14-6 3.7% 35% False True 41,551
10 441-0 385-0 56-0 13.9% 15-7 3.9% 31% False True 35,903
20 530-4 385-0 145-4 36.2% 15-0 3.7% 12% False True 34,882
40 593-0 385-0 208-0 51.7% 14-7 3.7% 8% False True 31,601
60 643-0 385-0 258-0 64.1% 15-6 3.9% 7% False True 26,134
80 764-0 385-0 379-0 94.2% 16-4 4.1% 5% False True 22,926
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 479-4
2.618 450-1
1.618 432-1
1.000 421-0
0.618 414-1
HIGH 403-0
0.618 396-1
0.500 394-0
0.382 391-7
LOW 385-0
0.618 373-7
1.000 367-0
1.618 355-7
2.618 337-7
4.250 308-4
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 399-4 401-6
PP 396-6 401-2
S1 394-0 400-6

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

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