CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 393-0 399-0 6-0 1.5% 394-0
High 401-0 399-0 -2-0 -0.5% 403-0
Low 389-4 390-0 0-4 0.1% 369-6
Close 401-0 398-4 -2-4 -0.6% 401-6
Range 11-4 9-0 -2-4 -21.7% 33-2
ATR 15-7 15-4 -0-3 -2.2% 0-0
Volume 31,305 34,274 2,969 9.5% 88,026
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 422-7 419-5 403-4
R3 413-7 410-5 401-0
R2 404-7 404-7 400-1
R1 401-5 401-5 399-3 398-6
PP 395-7 395-7 395-7 394-3
S1 392-5 392-5 397-5 389-6
S2 386-7 386-7 396-7
S3 377-7 383-5 396-0
S4 368-7 374-5 393-4
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 491-2 479-6 420-0
R3 458-0 446-4 410-7
R2 424-6 424-6 407-7
R1 413-2 413-2 404-6 419-0
PP 391-4 391-4 391-4 394-3
S1 380-0 380-0 398-6 385-6
S2 358-2 358-2 395-5
S3 325-0 346-6 392-5
S4 291-6 313-4 383-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 412-4 371-2 41-2 10.4% 14-4 3.7% 66% False False 20,724
10 428-0 369-6 58-2 14.6% 12-2 3.1% 49% False False 19,683
20 438-0 369-6 68-2 17.1% 12-5 3.2% 42% False False 15,467
40 438-0 316-0 122-0 30.6% 12-2 3.1% 68% False False 16,915
60 450-0 316-0 134-0 33.6% 11-6 3.0% 62% False False 14,617
80 550-4 316-0 234-4 58.8% 12-0 3.0% 35% False False 12,655
100 629-0 316-0 313-0 78.5% 12-0 3.0% 26% False False 11,156
120 654-0 316-0 338-0 84.8% 12-3 3.1% 24% False False 9,916
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 437-2
2.618 422-4
1.618 413-4
1.000 408-0
0.618 404-4
HIGH 399-0
0.618 395-4
0.500 394-4
0.382 393-4
LOW 390-0
0.618 384-4
1.000 381-0
1.618 375-4
2.618 366-4
4.250 351-6
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 397-1 400-2
PP 395-7 399-5
S1 394-4 399-1

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

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