CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 419-0 395-0 -24-0 -5.7% 380-0
High 421-0 397-4 -23-4 -5.6% 414-4
Low 391-0 386-0 -5-0 -1.3% 377-6
Close 393-4 396-2 2-6 0.7% 412-2
Range 30-0 11-4 -18-4 -61.7% 36-6
ATR 16-7 16-4 -0-3 -2.3% 0-0
Volume 48,090 83,438 35,348 73.5% 241,835
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 427-6 423-4 402-5
R3 416-2 412-0 399-3
R2 404-6 404-6 398-3
R1 400-4 400-4 397-2 402-5
PP 393-2 393-2 393-2 394-2
S1 389-0 389-0 395-2 391-1
S2 381-6 381-6 394-1
S3 370-2 377-4 393-1
S4 358-6 366-0 389-7
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
5 421-0 380-4 40-4 10.2% 15-4 3.9% 39% False False 59,133
10 421-0 375-4 45-4 11.5% 14-3 3.6% 46% False False 81,130
20 421-0 306-0 115-0 29.0% 15-0 3.8% 78% False False 97,138
40 438-4 306-0 132-4 33.4% 13-6 3.5% 68% False False 83,269
60 459-0 306-0 153-0 38.6% 14-0 3.5% 59% False False 67,686
80 593-0 306-0 287-0 72.4% 14-4 3.7% 31% False False 58,441
100 643-0 306-0 337-0 85.0% 14-6 3.7% 27% False False 49,834
120 730-0 306-0 424-0 107.0% 15-6 4.0% 21% False False 43,987
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 1-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 446-3
2.618 427-5
1.618 416-1
1.000 409-0
0.618 404-5
HIGH 397-4
0.618 393-1
0.500 391-6
0.382 390-3
LOW 386-0
0.618 378-7
1.000 374-4
1.618 367-3
2.618 355-7
4.250 337-1
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 394-6 403-4
PP 393-2 401-1
S1 391-6 398-5

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

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