CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 366-0 356-0 -10-0 -2.7% 356-0
High 371-4 358-4 -13-0 -3.5% 371-4
Low 357-6 349-0 -8-6 -2.4% 345-6
Close 362-0 350-6 -11-2 -3.1% 350-6
Range 13-6 9-4 -4-2 -30.9% 25-6
ATR 11-7 12-0 0-1 0.7% 0-0
Volume 104,121 83,466 -20,655 -19.8% 509,107
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 381-2 375-4 356-0
R3 371-6 366-0 353-3
R2 362-2 362-2 352-4
R1 356-4 356-4 351-5 354-5
PP 352-6 352-6 352-6 351-6
S1 347-0 347-0 349-7 345-1
S2 343-2 343-2 349-0
S3 333-6 337-4 348-1
S4 324-2 328-0 345-4
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 433-2 417-6 364-7
R3 407-4 392-0 357-7
R2 381-6 381-6 355-4
R1 366-2 366-2 353-1 361-1
PP 356-0 356-0 356-0 353-4
S1 340-4 340-4 348-3 335-3
S2 330-2 330-2 346-0
S3 304-4 314-6 343-5
S4 278-6 289-0 336-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 371-4 345-6 25-6 7.3% 11-3 3.3% 19% False False 101,821
10 371-4 342-0 29-4 8.4% 9-3 2.7% 30% False False 110,743
20 385-2 342-0 43-2 12.3% 9-5 2.7% 20% False False 111,771
40 428-2 342-0 86-2 24.6% 11-2 3.2% 10% False False 106,039
60 428-2 306-0 122-2 34.9% 12-4 3.6% 37% False False 103,072
80 438-4 306-0 132-4 37.8% 12-4 3.6% 34% False False 94,654
100 459-0 306-0 153-0 43.6% 12-7 3.7% 29% False False 83,027
120 593-0 306-0 287-0 81.8% 13-4 3.8% 16% False False 74,307
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 398-7
2.618 383-3
1.618 373-7
1.000 368-0
0.618 364-3
HIGH 358-4
0.618 354-7
0.500 353-6
0.382 352-5
LOW 349-0
0.618 343-1
1.000 339-4
1.618 333-5
2.618 324-1
4.250 308-5
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 353-6 360-2
PP 352-6 357-1
S1 351-6 353-7

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

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