CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 410-6 400-6 -10-0 -2.4% 442-4
High 428-2 418-0 -10-2 -2.4% 449-0
Low 410-6 400-6 -10-0 -2.4% 400-6
Close 417-2 399-4 -17-6 -4.3% 399-4
Range 17-4 17-2 -0-2 -1.4% 48-2
ATR 19-0 18-7 -0-1 -0.6% 0-0
Volume 8,954 6,514 -2,440 -27.3% 36,196
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 457-7 445-7 409-0
R3 440-5 428-5 404-2
R2 423-3 423-3 402-5
R1 411-3 411-3 401-1 408-6
PP 406-1 406-1 406-1 404-6
S1 394-1 394-1 397-7 391-4
S2 388-7 388-7 396-3
S3 371-5 376-7 394-6
S4 354-3 359-5 390-0
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 561-1 528-5 426-0
R3 512-7 480-3 412-6
R2 464-5 464-5 408-3
R1 432-1 432-1 403-7 424-2
PP 416-3 416-3 416-3 412-4
S1 383-7 383-7 395-1 376-0
S2 368-1 368-1 390-5
S3 319-7 335-5 386-2
S4 271-5 287-3 373-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 449-0 400-6 48-2 12.1% 11-5 2.9% -3% False True 7,239
10 450-4 400-0 50-4 12.6% 13-3 3.4% -1% False False 6,355
20 550-4 400-0 150-4 37.7% 12-3 3.1% 0% False False 6,768
40 629-0 400-0 229-0 57.3% 12-2 3.1% 0% False False 5,964
60 654-0 400-0 254-0 63.6% 13-0 3.2% 0% False False 5,215
80 807-0 400-0 407-0 101.9% 13-0 3.3% 0% False False 4,763
Crabel Price Patterns
NR True
NR4 False
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 491-2
2.618 463-1
1.618 445-7
1.000 435-2
0.618 428-5
HIGH 418-0
0.618 411-3
0.500 409-3
0.382 407-3
LOW 400-6
0.618 390-1
1.000 383-4
1.618 372-7
2.618 355-5
4.250 327-4
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 409-3 414-4
PP 406-1 409-4
S1 402-6 404-4

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

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