CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 366-4 356-0 -10-4 -2.9% 362-0
High 368-6 357-4 -11-2 -3.1% 377-6
Low 362-4 345-4 -17-0 -4.7% 362-0
Close 365-6 348-6 -17-0 -4.6% 365-6
Range 6-2 12-0 5-6 92.0% 15-6
ATR 15-6 16-0 0-3 2.1% 0-0
Volume 117,534 56,985 -60,549 -51.5% 442,082
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 386-5 379-5 355-3
R3 374-5 367-5 352-0
R2 362-5 362-5 351-0
R1 355-5 355-5 349-7 353-1
PP 350-5 350-5 350-5 349-2
S1 343-5 343-5 347-5 341-1
S2 338-5 338-5 346-4
S3 326-5 331-5 345-4
S4 314-5 319-5 342-1
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 415-6 406-4 374-3
R3 400-0 390-6 370-1
R2 384-2 384-2 368-5
R1 375-0 375-0 367-2 379-5
PP 368-4 368-4 368-4 370-6
S1 359-2 359-2 364-2 363-7
S2 352-6 352-6 362-7
S3 337-0 343-4 361-3
S4 321-2 327-6 357-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 377-6 345-4 32-2 9.2% 9-6 2.8% 10% False True 99,813
10 406-0 345-4 60-4 17.3% 10-4 3.0% 5% False True 80,778
20 438-4 345-4 93-0 26.7% 12-4 3.6% 3% False True 69,401
40 459-0 345-4 113-4 32.5% 13-4 3.9% 3% False True 52,960
60 593-0 345-4 247-4 71.0% 14-3 4.1% 1% False True 45,542
80 643-0 345-4 297-4 85.3% 14-6 4.2% 1% False True 38,008
100 730-0 345-4 384-4 110.3% 15-7 4.6% 1% False True 33,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 408-4
2.618 388-7
1.618 376-7
1.000 369-4
0.618 364-7
HIGH 357-4
0.618 352-7
0.500 351-4
0.382 350-1
LOW 345-4
0.618 338-1
1.000 333-4
1.618 326-1
2.618 314-1
4.250 294-4
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 351-4 360-0
PP 350-5 356-2
S1 349-5 352-4

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

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