CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 417-6 442-4 24-6 5.9% 447-0
High 435-0 449-0 14-0 3.2% 450-4
Low 417-6 436-0 18-2 4.4% 400-0
Close 431-6 448-0 16-2 3.8% 431-6
Range 17-2 13-0 -4-2 -24.6% 50-4
ATR 19-1 19-0 -0-1 -0.7% 0-0
Volume 9,281 6,948 -2,333 -25.1% 27,358
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 483-3 478-5 455-1
R3 470-3 465-5 451-5
R2 457-3 457-3 450-3
R1 452-5 452-5 449-2 455-0
PP 444-3 444-3 444-3 445-4
S1 439-5 439-5 446-6 442-0
S2 431-3 431-3 445-5
S3 418-3 426-5 444-3
S4 405-3 413-5 440-7
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 578-7 555-7 459-4
R3 528-3 505-3 445-5
R2 477-7 477-7 441-0
R1 454-7 454-7 436-3 441-1
PP 427-3 427-3 427-3 420-4
S1 404-3 404-3 427-1 390-5
S2 376-7 376-7 422-4
S3 326-3 353-7 417-7
S4 275-7 303-3 404-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450-4 400-0 50-4 11.3% 15-6 3.5% 95% False False 6,372
10 470-4 400-0 70-4 15.7% 13-0 2.9% 68% False False 6,555
20 600-0 400-0 200-0 44.6% 12-0 2.7% 24% False False 6,052
40 654-0 400-0 254-0 56.7% 12-2 2.7% 19% False False 5,424
60 654-0 400-0 254-0 56.7% 13-0 2.9% 19% False False 4,961
Crabel Price Patterns
NR True
NR4 True
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 3-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 504-2
2.618 483-0
1.618 470-0
1.000 462-0
0.618 457-0
HIGH 449-0
0.618 444-0
0.500 442-4
0.382 441-0
LOW 436-0
0.618 428-0
1.000 423-0
1.618 415-0
2.618 402-0
4.250 380-6
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 446-1 440-1
PP 444-3 432-3
S1 442-4 424-4

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

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