CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 387-0 382-0 -5-0 -1.3% 387-4
High 391-0 384-0 -7-0 -1.8% 402-0
Low 380-4 375-4 -5-0 -1.3% 373-4
Close 389-4 380-6 -8-6 -2.2% 380-6
Range 10-4 8-4 -2-0 -19.0% 28-4
ATR 17-7 17-5 -0-2 -1.5% 0-0
Volume 132,993 73,190 -59,803 -45.0% 593,636
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 405-5 401-5 385-3
R3 397-1 393-1 383-1
R2 388-5 388-5 382-2
R1 384-5 384-5 381-4 382-3
PP 380-1 380-1 380-1 379-0
S1 376-1 376-1 380-0 373-7
S2 371-5 371-5 379-2
S3 363-1 367-5 378-3
S4 354-5 359-1 376-1
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 470-7 454-3 396-3
R3 442-3 425-7 388-5
R2 413-7 413-7 386-0
R1 397-3 397-3 383-3 391-3
PP 385-3 385-3 385-3 382-4
S1 368-7 368-7 378-1 362-7
S2 356-7 356-7 375-4
S3 328-3 340-3 372-7
S4 299-7 311-7 365-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 402-0 373-4 28-4 7.5% 15-7 4.2% 25% False False 118,727
10 402-0 323-4 78-4 20.6% 16-7 4.4% 73% False False 115,990
20 402-0 306-0 96-0 25.2% 14-4 3.8% 78% False False 106,687
40 438-4 306-0 132-4 34.8% 14-2 3.7% 56% False False 79,812
60 570-4 306-0 264-4 69.5% 14-2 3.8% 28% False False 64,109
80 618-0 306-0 312-0 81.9% 14-3 3.8% 24% False False 55,177
100 643-0 306-0 337-0 88.5% 15-1 4.0% 22% False False 47,063
120 799-0 306-0 493-0 129.5% 15-7 4.2% 15% False False 41,404
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 420-1
2.618 406-2
1.618 397-6
1.000 392-4
0.618 389-2
HIGH 384-0
0.618 380-6
0.500 379-6
0.382 378-6
LOW 375-4
0.618 370-2
1.000 367-0
1.618 361-6
2.618 353-2
4.250 339-3
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 380-3 388-6
PP 380-1 386-1
S1 379-6 383-3

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

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