CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 416-0 430-0 14-0 3.4% 389-0
High 433-0 438-4 5-4 1.3% 438-2
Low 416-0 430-0 14-0 3.4% 385-0
Close 420-6 430-6 10-0 2.4% 419-2
Range 17-0 8-4 -8-4 -50.0% 53-2
ATR 20-0 19-7 -0-1 -0.8% 0-0
Volume 66,664 32,679 -33,985 -51.0% 194,306
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 458-5 453-1 435-3
R3 450-1 444-5 433-1
R2 441-5 441-5 432-2
R1 436-1 436-1 431-4 438-7
PP 433-1 433-1 433-1 434-4
S1 427-5 427-5 430-0 430-3
S2 424-5 424-5 429-2
S3 416-1 419-1 428-3
S4 407-5 410-5 426-1
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 573-7 549-7 448-4
R3 520-5 496-5 433-7
R2 467-3 467-3 429-0
R1 443-3 443-3 424-1 455-3
PP 414-1 414-1 414-1 420-2
S1 390-1 390-1 414-3 402-1
S2 360-7 360-7 409-4
S3 307-5 336-7 404-5
S4 254-3 283-5 390-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 438-4 413-0 25-4 5.9% 13-6 3.2% 70% True False 44,510
10 438-4 385-0 53-4 12.4% 15-4 3.6% 86% True False 44,706
20 459-0 385-0 74-0 17.2% 14-5 3.4% 62% False False 37,564
40 593-0 385-0 208-0 48.3% 15-3 3.6% 22% False False 35,382
60 643-0 385-0 258-0 59.9% 15-5 3.6% 18% False False 28,606
80 706-0 385-0 321-0 74.5% 16-5 3.9% 14% False False 25,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-5
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 474-5
2.618 460-6
1.618 452-2
1.000 447-0
0.618 443-6
HIGH 438-4
0.618 435-2
0.500 434-2
0.382 433-2
LOW 430-0
0.618 424-6
1.000 421-4
1.618 416-2
2.618 407-6
4.250 393-7
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 434-2 429-1
PP 433-1 427-3
S1 431-7 425-6

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

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