CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 341-4 340-4 -1-0 -0.3% 356-0
High 344-2 357-4 13-2 3.8% 357-4
Low 333-0 339-0 6-0 1.8% 306-0
Close 342-0 351-4 9-4 2.8% 309-2
Range 11-2 18-4 7-2 64.4% 51-4
ATR 16-1 16-2 0-1 1.1% 0-0
Volume 81,315 98,825 17,510 21.5% 466,488
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 404-7 396-5 361-5
R3 386-3 378-1 356-5
R2 367-7 367-7 354-7
R1 359-5 359-5 353-2 363-6
PP 349-3 349-3 349-3 351-3
S1 341-1 341-1 349-6 345-2
S2 330-7 330-7 348-1
S3 312-3 322-5 346-3
S4 293-7 304-1 341-3
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 14.7% 13-6 3.9% 88% True False 114,157
10 368-6 306-0 62-6 17.9% 11-6 3.3% 73% False False 104,943
20 406-0 306-0 100-0 28.4% 11-4 3.3% 46% False False 91,658
40 438-4 306-0 132-4 37.7% 13-4 3.8% 34% False False 68,248
60 590-4 306-0 284-4 80.9% 13-6 3.9% 16% False False 56,409
80 643-0 306-0 337-0 95.9% 14-0 4.0% 14% False False 47,284
100 643-0 306-0 337-0 95.9% 15-2 4.3% 14% False False 40,960
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 1-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 436-1
2.618 405-7
1.618 387-3
1.000 376-0
0.618 368-7
HIGH 357-4
0.618 350-3
0.500 348-2
0.382 346-1
LOW 339-0
0.618 327-5
1.000 320-4
1.618 309-1
2.618 290-5
4.250 260-3
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 350-3 348-1
PP 349-3 344-6
S1 348-2 341-3

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

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