CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 363-0 364-0 1-0 0.3% 405-0
High 369-2 368-4 -0-6 -0.2% 428-2
Low 358-6 360-0 1-2 0.3% 404-0
Close 366-4 365-2 -1-2 -0.3% 410-6
Range 10-4 8-4 -2-0 -19.0% 24-2
ATR 16-2 15-5 -0-4 -3.4% 0-0
Volume 148,744 96,607 -52,137 -35.1% 494,279
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 390-1 386-1 369-7
R3 381-5 377-5 367-5
R2 373-1 373-1 366-6
R1 369-1 369-1 366-0 371-1
PP 364-5 364-5 364-5 365-4
S1 360-5 360-5 364-4 362-5
S2 356-1 356-1 363-6
S3 347-5 352-1 362-7
S4 339-1 343-5 360-5
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
5 418-0 358-6 59-2 16.2% 11-0 3.0% 11% False False 110,419
10 428-2 358-6 69-4 19.0% 11-6 3.2% 9% False False 101,556
20 428-2 358-6 69-4 19.0% 12-6 3.5% 9% False False 89,213
40 428-2 306-0 122-2 33.5% 13-2 3.6% 48% False False 94,397
60 438-4 306-0 132-4 36.3% 13-6 3.8% 45% False False 79,542
80 590-4 306-0 284-4 77.9% 13-7 3.8% 21% False False 67,197
100 642-0 306-0 336-0 92.0% 14-2 3.9% 18% False False 58,949
120 643-0 306-0 337-0 92.3% 14-7 4.1% 18% False False 51,622
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 404-5
2.618 390-6
1.618 382-2
1.000 377-0
0.618 373-6
HIGH 368-4
0.618 365-2
0.500 364-2
0.382 363-2
LOW 360-0
0.618 354-6
1.000 351-4
1.618 346-2
2.618 337-6
4.250 323-7
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 364-7 369-0
PP 364-5 367-6
S1 364-2 366-4

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

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