CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 373-0 398-0 25-0 6.7% 385-0
High 392-4 402-0 9-4 2.4% 392-4
Low 373-0 376-4 3-4 0.9% 358-6
Close 391-0 383-4 -7-4 -1.9% 391-0
Range 19-4 25-4 6-0 30.8% 33-6
ATR 16-4 17-1 0-5 3.9% 0-0
Volume 91,411 105,581 14,170 15.5% 540,086
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 463-7 449-1 397-4
R3 438-3 423-5 390-4
R2 412-7 412-7 388-1
R1 398-1 398-1 385-7 392-6
PP 387-3 387-3 387-3 384-5
S1 372-5 372-5 381-1 367-2
S2 361-7 361-7 378-7
S3 336-3 347-1 376-4
S4 310-7 321-5 369-4
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 482-0 470-2 409-4
R3 448-2 436-4 400-2
R2 414-4 414-4 397-2
R1 402-6 402-6 394-1 408-5
PP 380-6 380-6 380-6 383-6
S1 369-0 369-0 387-7 374-7
S2 347-0 347-0 384-6
S3 313-2 335-2 381-6
S4 279-4 301-4 372-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 402-0 358-6 43-2 11.3% 16-2 4.2% 57% True False 103,873
10 428-2 358-6 69-4 18.1% 13-5 3.5% 36% False False 107,743
20 428-2 358-6 69-4 18.1% 13-4 3.5% 36% False False 86,033
40 428-2 306-0 122-2 31.9% 14-0 3.7% 63% False False 96,325
60 438-4 306-0 132-4 34.6% 14-1 3.7% 58% False False 81,520
80 582-4 306-0 276-4 72.1% 14-1 3.7% 28% False False 68,880
100 621-4 306-0 315-4 82.3% 14-3 3.7% 25% False False 60,715
120 643-0 306-0 337-0 87.9% 15-0 3.9% 23% False False 53,108
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 3-2
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 510-3
2.618 468-6
1.618 443-2
1.000 427-4
0.618 417-6
HIGH 402-0
0.618 392-2
0.500 389-2
0.382 386-2
LOW 376-4
0.618 360-6
1.000 351-0
1.618 335-2
2.618 309-6
4.250 268-1
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 389-2 382-5
PP 387-3 381-7
S1 385-3 381-0

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

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