CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 385-0 371-6 -13-2 -3.4% 405-0
High 389-4 379-2 -10-2 -2.6% 428-2
Low 380-6 362-0 -18-6 -4.9% 404-0
Close 380-6 362-4 -18-2 -4.8% 410-6
Range 8-6 17-2 8-4 97.1% 24-2
ATR 16-4 16-5 0-1 1.0% 0-0
Volume 126,302 77,022 -49,280 -39.0% 494,279
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 419-5 408-3 372-0
R3 402-3 391-1 367-2
R2 385-1 385-1 365-5
R1 373-7 373-7 364-1 370-7
PP 367-7 367-7 367-7 366-4
S1 356-5 356-5 360-7 353-5
S2 350-5 350-5 359-3
S3 333-3 339-3 357-6
S4 316-1 322-1 353-0
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 487-1 473-1 424-1
R3 462-7 448-7 417-3
R2 438-5 438-5 415-2
R1 424-5 424-5 413-0 431-5
PP 414-3 414-3 414-3 417-6
S1 400-3 400-3 408-4 407-3
S2 390-1 390-1 406-2
S3 365-7 376-1 404-1
S4 341-5 351-7 397-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421-0 362-0 59-0 16.3% 11-3 3.1% 1% False True 108,576
10 428-2 362-0 66-2 18.3% 12-6 3.5% 1% False True 91,521
20 428-2 362-0 66-2 18.3% 13-7 3.8% 1% False True 89,938
40 428-2 306-0 122-2 33.7% 13-2 3.7% 46% False False 91,186
60 438-4 306-0 132-4 36.6% 14-0 3.8% 43% False False 76,628
80 590-4 306-0 284-4 78.5% 13-7 3.8% 20% False False 65,374
100 643-0 306-0 337-0 93.0% 14-2 3.9% 17% False False 56,745
120 643-0 306-0 337-0 93.0% 15-0 4.1% 17% False False 49,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 452-4
2.618 424-3
1.618 407-1
1.000 396-4
0.618 389-7
HIGH 379-2
0.618 372-5
0.500 370-5
0.382 368-5
LOW 362-0
0.618 351-3
1.000 344-6
1.618 334-1
2.618 316-7
4.250 288-6
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 370-5 390-0
PP 367-7 380-7
S1 365-2 371-5

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

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