CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 365-4 365-0 -0-4 -0.1% 400-0
High 366-0 369-0 3-0 0.8% 402-0
Low 356-0 356-0 0-0 0.0% 373-0
Close 361-6 358-2 -3-4 -1.0% 379-0
Range 10-0 13-0 3-0 30.0% 29-0
ATR 14-5 14-4 -0-1 -0.8% 0-0
Volume 119,323 115,473 -3,850 -3.2% 463,202
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 400-1 392-1 365-3
R3 387-1 379-1 361-7
R2 374-1 374-1 360-5
R1 366-1 366-1 359-4 363-5
PP 361-1 361-1 361-1 359-6
S1 353-1 353-1 357-0 350-5
S2 348-1 348-1 355-7
S3 335-1 340-1 354-5
S4 322-1 327-1 351-1
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 471-5 454-3 395-0
R3 442-5 425-3 387-0
R2 413-5 413-5 384-3
R1 396-3 396-3 381-5 390-4
PP 384-5 384-5 384-5 381-6
S1 367-3 367-3 376-3 361-4
S2 355-5 355-5 373-5
S3 326-5 338-3 371-0
S4 297-5 309-3 363-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 385-2 356-0 29-2 8.2% 8-6 2.4% 8% False True 100,311
10 402-0 356-0 46-0 12.8% 10-3 2.9% 5% False True 99,651
20 421-0 356-0 65-0 18.1% 11-7 3.3% 3% False True 106,508
40 428-2 323-4 104-6 29.2% 13-6 3.8% 33% False False 98,807
60 428-2 306-0 122-2 34.1% 13-1 3.7% 43% False False 92,917
80 441-0 306-0 135-0 37.7% 13-4 3.8% 39% False False 78,887
100 593-0 306-0 287-0 80.1% 14-2 4.0% 18% False False 69,989
120 643-0 306-0 337-0 94.1% 14-2 4.0% 16% False False 60,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 424-2
2.618 403-0
1.618 390-0
1.000 382-0
0.618 377-0
HIGH 369-0
0.618 364-0
0.500 362-4
0.382 361-0
LOW 356-0
0.618 348-0
1.000 343-0
1.618 335-0
2.618 322-0
4.250 300-6
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 362-4 364-4
PP 361-1 362-3
S1 359-5 360-3

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

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