CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 412-4 398-0 -14-4 -3.5% 337-2
High 413-0 401-0 -12-0 -2.9% 388-0
Low 393-4 392-0 -1-4 -0.4% 336-0
Close 400-4 400-2 -0-2 -0.1% 384-6
Range 19-4 9-0 -10-4 -53.8% 52-0
ATR 17-1 16-4 -0-5 -3.4% 0-0
Volume 15,454 24,490 9,036 58.5% 130,486
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 424-6 421-4 405-2
R3 415-6 412-4 402-6
R2 406-6 406-6 401-7
R1 403-4 403-4 401-1 405-1
PP 397-6 397-6 397-6 398-4
S1 394-4 394-4 399-3 396-1
S2 388-6 388-6 398-5
S3 379-6 385-4 397-6
S4 370-6 376-4 395-2
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 525-5 507-1 413-3
R3 473-5 455-1 399-0
R2 421-5 421-5 394-2
R1 403-1 403-1 389-4 412-3
PP 369-5 369-5 369-5 374-2
S1 351-1 351-1 380-0 360-3
S2 317-5 317-5 375-2
S3 265-5 299-1 370-4
S4 213-5 247-1 356-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 413-0 352-0 61-0 15.2% 20-6 5.2% 79% False False 20,011
10 413-0 316-0 97-0 24.2% 16-3 4.1% 87% False False 22,907
20 413-0 316-0 97-0 24.2% 12-4 3.1% 87% False False 18,123
40 450-0 316-0 134-0 33.5% 12-0 3.0% 63% False False 13,711
60 593-0 316-0 277-0 69.2% 11-7 3.0% 30% False False 11,243
80 633-0 316-0 317-0 79.2% 11-7 3.0% 27% False False 9,700
100 654-0 316-0 338-0 84.4% 12-3 3.1% 25% False False 8,564
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 439-2
2.618 424-4
1.618 415-4
1.000 410-0
0.618 406-4
HIGH 401-0
0.618 397-4
0.500 396-4
0.382 395-4
LOW 392-0
0.618 386-4
1.000 383-0
1.618 377-4
2.618 368-4
4.250 353-6
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 399-0 400-4
PP 397-6 400-3
S1 396-4 400-3

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

View Archives - Comment on this page... - Back to Index of Symbols