CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 398-0 382-0 -16-0 -4.0% 385-0
High 402-0 391-2 -10-6 -2.7% 392-4
Low 376-4 378-0 1-4 0.4% 358-6
Close 383-4 390-2 6-6 1.8% 391-0
Range 25-4 13-2 -12-2 -48.0% 33-6
ATR 17-1 16-7 -0-2 -1.6% 0-0
Volume 105,581 148,423 42,842 40.6% 540,086
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 426-2 421-4 397-4
R3 413-0 408-2 393-7
R2 399-6 399-6 392-5
R1 395-0 395-0 391-4 397-3
PP 386-4 386-4 386-4 387-6
S1 381-6 381-6 389-0 384-1
S2 373-2 373-2 387-7
S3 360-0 368-4 386-5
S4 346-6 355-2 383-0
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 11.1% 15-4 4.0% 73% False False 118,153
10 421-0 358-6 62-2 16.0% 13-3 3.4% 51% False False 113,364
20 428-2 358-6 69-4 17.8% 13-6 3.5% 45% False False 89,795
40 428-2 306-0 122-2 31.3% 14-1 3.6% 69% False False 98,241
60 438-4 306-0 132-4 34.0% 14-1 3.6% 64% False False 83,139
80 570-4 306-0 264-4 67.8% 14-1 3.6% 32% False False 70,530
100 618-0 306-0 312-0 79.9% 14-2 3.7% 27% False False 62,100
120 643-0 306-0 337-0 86.4% 15-0 3.8% 25% False False 54,185
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 447-4
2.618 426-0
1.618 412-6
1.000 404-4
0.618 399-4
HIGH 391-2
0.618 386-2
0.500 384-5
0.382 383-0
LOW 378-0
0.618 369-6
1.000 364-6
1.618 356-4
2.618 343-2
4.250 321-6
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 388-3 389-3
PP 386-4 388-3
S1 384-5 387-4

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

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