CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 392-2 399-4 7-2 1.8% 380-0
High 398-0 414-4 16-4 4.1% 414-4
Low 392-2 399-0 6-6 1.7% 377-6
Close 398-0 412-2 14-2 3.6% 412-2
Range 5-6 15-4 9-6 169.6% 36-6
ATR 15-6 15-6 0-0 0.3% 0-0
Volume 66,192 29,930 -36,262 -54.8% 241,835
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 455-1 449-1 420-6
R3 439-5 433-5 416-4
R2 424-1 424-1 415-1
R1 418-1 418-1 413-5 421-1
PP 408-5 408-5 408-5 410-0
S1 402-5 402-5 410-7 405-5
S2 393-1 393-1 409-3
S3 377-5 387-1 408-0
S4 362-1 371-5 403-6
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 511-6 498-6 432-4
R3 475-0 462-0 422-3
R2 438-2 438-2 419-0
R1 425-2 425-2 415-5 431-6
PP 401-4 401-4 401-4 404-6
S1 388-4 388-4 408-7 395-0
S2 364-6 364-6 405-4
S3 328-0 351-6 402-1
S4 291-2 315-0 392-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 414-4 375-4 39-0 9.5% 9-7 2.4% 94% True False 63,005
10 414-4 340-4 74-0 18.0% 15-7 3.9% 97% True False 93,632
20 414-4 306-0 108-4 26.3% 13-6 3.4% 98% True False 99,287
40 438-4 306-0 132-4 32.1% 13-2 3.2% 80% False False 82,026
60 497-0 306-0 191-0 46.3% 13-7 3.4% 56% False False 66,428
80 593-0 306-0 287-0 69.6% 14-2 3.5% 37% False False 57,245
100 643-0 306-0 337-0 81.7% 14-6 3.6% 32% False False 48,929
120 732-4 306-0 426-4 103.5% 15-4 3.8% 25% False False 43,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 480-3
2.618 455-1
1.618 439-5
1.000 430-0
0.618 424-1
HIGH 414-4
0.618 408-5
0.500 406-6
0.382 404-7
LOW 399-0
0.618 389-3
1.000 383-4
1.618 373-7
2.618 358-3
4.250 333-1
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 410-3 407-3
PP 408-5 402-3
S1 406-6 397-4

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

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