CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 346-0 320-0 -26-0 -7.5% 356-0
High 346-4 324-4 -22-0 -6.3% 357-4
Low 333-2 306-0 -27-2 -8.2% 306-0
Close 334-0 309-2 -24-6 -7.4% 309-2
Range 13-2 18-4 5-2 39.6% 51-4
ATR 15-0 15-7 0-7 6.2% 0-0
Volume 91,569 105,375 13,806 15.1% 466,488
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 368-6 357-4 319-3
R3 350-2 339-0 314-3
R2 331-6 331-6 312-5
R1 320-4 320-4 311-0 316-7
PP 313-2 313-2 313-2 311-4
S1 302-0 302-0 307-4 298-3
S2 294-6 294-6 305-7
S3 276-2 283-4 304-1
S4 257-6 265-0 299-1
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 478-6 445-4 337-5
R3 427-2 394-0 323-3
R2 375-6 375-6 318-6
R1 342-4 342-4 314-0 333-3
PP 324-2 324-2 324-2 319-6
S1 291-0 291-0 304-4 281-7
S2 272-6 272-6 299-6
S3 221-2 239-4 295-1
S4 169-6 188-0 280-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 357-4 306-0 51-4 16.7% 12-1 3.9% 6% False True 93,297
10 377-6 306-0 71-6 23.2% 12-0 3.9% 5% False True 97,385
20 406-0 306-0 100-0 32.3% 12-0 3.9% 3% False True 81,137
40 441-0 306-0 135-0 43.7% 13-3 4.3% 2% False True 58,966
60 593-0 306-0 287-0 92.8% 14-4 4.7% 1% False True 50,777
80 643-0 306-0 337-0 109.0% 14-4 4.7% 1% False True 42,035
100 697-0 306-0 391-0 126.4% 15-5 5.1% 1% False True 36,906
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 1-5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 403-1
2.618 372-7
1.618 354-3
1.000 343-0
0.618 335-7
HIGH 324-4
0.618 317-3
0.500 315-2
0.382 313-1
LOW 306-0
0.618 294-5
1.000 287-4
1.618 276-1
2.618 257-5
4.250 227-3
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 315-2 330-1
PP 313-2 323-1
S1 311-2 316-2

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

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