CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 430-0 432-4 2-4 0.6% 389-0
High 438-4 432-4 -6-0 -1.4% 438-2
Low 430-0 408-0 -22-0 -5.1% 385-0
Close 430-6 408-0 -22-6 -5.3% 419-2
Range 8-4 24-4 16-0 188.2% 53-2
ATR 19-7 20-2 0-3 1.7% 0-0
Volume 32,679 34,125 1,446 4.4% 194,306
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 489-5 473-3 421-4
R3 465-1 448-7 414-6
R2 440-5 440-5 412-4
R1 424-3 424-3 410-2 420-2
PP 416-1 416-1 416-1 414-1
S1 399-7 399-7 405-6 395-6
S2 391-5 391-5 403-4
S3 367-1 375-3 401-2
S4 342-5 350-7 394-4
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
5 438-4 408-0 30-4 7.5% 15-0 3.7% 0% False True 43,050
10 438-4 385-0 53-4 13.1% 17-0 4.2% 43% False False 41,977
20 459-0 385-0 74-0 18.1% 14-7 3.6% 31% False False 36,381
40 593-0 385-0 208-0 51.0% 15-6 3.9% 11% False False 35,092
60 643-0 385-0 258-0 63.2% 15-5 3.8% 9% False False 28,773
80 697-0 385-0 312-0 76.5% 16-5 4.1% 7% False False 25,512
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 2-3
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 536-5
2.618 496-5
1.618 472-1
1.000 457-0
0.618 447-5
HIGH 432-4
0.618 423-1
0.500 420-2
0.382 417-3
LOW 408-0
0.618 392-7
1.000 383-4
1.618 368-3
2.618 343-7
4.250 303-7
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 420-2 423-2
PP 416-1 418-1
S1 412-1 413-1

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

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