CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 566-0 574-4 8-4 1.5% 587-0
High 579-0 574-4 -4-4 -0.8% 600-2
Low 565-6 567-4 1-6 0.3% 575-0
Close 575-4 568-0 -7-4 -1.3% 579-2
Range 13-2 7-0 -6-2 -47.2% 25-2
ATR 17-1 16-4 -0-5 -3.8% 0-0
Volume 2,117 6,167 4,050 191.3% 12,876
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 591-0 586-4 571-7
R3 584-0 579-4 569-7
R2 577-0 577-0 569-2
R1 572-4 572-4 568-5 571-2
PP 570-0 570-0 570-0 569-3
S1 565-4 565-4 567-3 564-2
S2 563-0 563-0 566-6
S3 556-0 558-4 566-1
S4 549-0 551-4 564-1
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 660-5 645-1 593-1
R3 635-3 619-7 586-2
R2 610-1 610-1 583-7
R1 594-5 594-5 581-5 589-6
PP 584-7 584-7 584-7 582-3
S1 569-3 569-3 576-7 564-4
S2 559-5 559-5 574-5
S3 534-3 544-1 572-2
S4 509-1 518-7 565-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 599-0 565-6 33-2 5.9% 8-4 1.5% 7% False False 3,694
10 633-0 565-6 67-2 11.8% 9-5 1.7% 3% False False 3,109
20 654-0 563-0 91-0 16.0% 12-0 2.1% 5% False False 3,222
40 708-0 541-0 167-0 29.4% 14-0 2.5% 16% False False 3,629
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 604-2
2.618 592-7
1.618 585-7
1.000 581-4
0.618 578-7
HIGH 574-4
0.618 571-7
0.500 571-0
0.382 570-1
LOW 567-4
0.618 563-1
1.000 560-4
1.618 556-1
2.618 549-1
4.250 537-6
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 571-0 574-5
PP 570-0 572-3
S1 569-0 570-2

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

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