CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 428-4 418-4 -10-0 -2.3% 428-4
High 431-0 426-4 -4-4 -1.0% 431-0
Low 424-0 417-0 -7-0 -1.7% 399-0
Close 427-2 417-2 -10-0 -2.3% 422-6
Range 7-0 9-4 2-4 35.7% 32-0
ATR 14-6 14-4 -0-3 -2.2% 0-0
Volume 14,930 16,457 1,527 10.2% 38,185
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 448-6 442-4 422-4
R3 439-2 433-0 419-7
R2 429-6 429-6 419-0
R1 423-4 423-4 418-1 421-7
PP 420-2 420-2 420-2 419-4
S1 414-0 414-0 416-3 412-3
S2 410-6 410-6 415-4
S3 401-2 404-4 414-5
S4 391-6 395-0 412-0
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 513-5 500-1 440-3
R3 481-5 468-1 431-4
R2 449-5 449-5 428-5
R1 436-1 436-1 425-5 426-7
PP 417-5 417-5 417-5 413-0
S1 404-1 404-1 419-7 394-7
S2 385-5 385-5 416-7
S3 353-5 372-1 414-0
S4 321-5 340-1 405-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 438-0 412-0 26-0 6.2% 10-6 2.6% 20% False False 12,852
10 438-0 399-0 39-0 9.3% 12-4 3.0% 47% False False 10,546
20 438-0 344-2 93-6 22.5% 14-0 3.4% 78% False False 14,495
40 438-0 316-0 122-0 29.2% 11-5 2.8% 83% False False 15,146
60 450-4 316-0 134-4 32.2% 12-0 2.9% 75% False False 12,629
80 600-0 316-0 284-0 68.1% 12-0 2.9% 36% False False 11,155
100 654-0 316-0 338-0 81.0% 11-7 2.8% 30% False False 9,540
120 654-0 316-0 338-0 81.0% 12-4 3.0% 30% False False 8,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 466-7
2.618 451-3
1.618 441-7
1.000 436-0
0.618 432-3
HIGH 426-4
0.618 422-7
0.500 421-6
0.382 420-5
LOW 417-0
0.618 411-1
1.000 407-4
1.618 401-5
2.618 392-1
4.250 376-5
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 421-6 427-4
PP 420-2 424-1
S1 418-6 420-5

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

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