CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 341-0 387-4 46-4 13.6% 323-4
High 379-4 391-0 11-4 3.0% 379-4
Low 340-4 373-4 33-0 9.7% 323-4
Close 373-4 375-2 1-6 0.5% 373-4
Range 39-0 17-4 -21-4 -55.1% 56-0
ATR 17-7 17-7 0-0 -0.2% 0-0
Volume 100,855 155,696 54,841 54.4% 566,266
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 432-3 421-3 384-7
R3 414-7 403-7 380-0
R2 397-3 397-3 378-4
R1 386-3 386-3 376-7 383-1
PP 379-7 379-7 379-7 378-2
S1 368-7 368-7 373-5 365-5
S2 362-3 362-3 372-0
S3 344-7 351-3 370-4
S4 327-3 333-7 365-5
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 526-7 506-1 404-2
R3 470-7 450-1 388-7
R2 414-7 414-7 383-6
R1 394-1 394-1 378-5 404-4
PP 358-7 358-7 358-7 364-0
S1 338-1 338-1 368-3 348-4
S2 302-7 302-7 363-2
S3 246-7 282-1 358-1
S4 190-7 226-1 342-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391-0 325-2 65-6 17.5% 19-4 5.2% 76% True False 108,787
10 391-0 306-0 85-0 22.7% 15-4 4.1% 81% True False 113,146
20 406-0 306-0 100-0 26.6% 13-0 3.5% 69% False False 96,962
40 438-4 306-0 132-4 35.3% 13-7 3.7% 52% False False 72,765
60 590-4 306-0 284-4 75.8% 14-0 3.7% 24% False False 58,586
80 642-0 306-0 336-0 89.5% 14-3 3.8% 21% False False 50,315
100 643-0 306-0 337-0 89.8% 15-2 4.0% 21% False False 43,147
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 1-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 465-3
2.618 436-7
1.618 419-3
1.000 408-4
0.618 401-7
HIGH 391-0
0.618 384-3
0.500 382-2
0.382 380-1
LOW 373-4
0.618 362-5
1.000 356-0
1.618 345-1
2.618 327-5
4.250 299-1
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 382-2 371-7
PP 379-7 368-3
S1 377-5 365-0

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

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