CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 389-0 416-0 27-0 6.9% 431-4
High 403-0 426-0 23-0 5.7% 437-2
Low 385-0 403-0 18-0 4.7% 388-0
Close 402-2 408-2 6-0 1.5% 388-6
Range 18-0 23-0 5-0 27.8% 49-2
ATR 20-0 20-2 0-2 1.4% 0-0
Volume 37,424 33,671 -3,753 -10.0% 196,819
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 481-3 467-7 420-7
R3 458-3 444-7 414-5
R2 435-3 435-3 412-4
R1 421-7 421-7 410-3 417-1
PP 412-3 412-3 412-3 410-0
S1 398-7 398-7 406-1 394-1
S2 389-3 389-3 404-0
S3 366-3 375-7 401-7
S4 343-3 352-7 395-5
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
5 426-0 385-0 41-0 10.0% 17-2 4.2% 57% True False 44,901
10 437-2 385-0 52-2 12.8% 16-7 4.1% 44% False False 36,553
20 515-0 385-0 130-0 31.8% 14-7 3.7% 18% False False 35,529
40 593-0 385-0 208-0 50.9% 15-1 3.7% 11% False False 31,844
60 643-0 385-0 258-0 63.2% 15-6 3.9% 9% False False 26,425
80 745-0 385-0 360-0 88.2% 16-6 4.1% 6% False False 23,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-0
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 523-6
2.618 486-2
1.618 463-2
1.000 449-0
0.618 440-2
HIGH 426-0
0.618 417-2
0.500 414-4
0.382 411-6
LOW 403-0
0.618 388-6
1.000 380-0
1.618 365-6
2.618 342-6
4.250 305-2
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 414-4 407-3
PP 412-3 406-3
S1 410-3 405-4

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

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