CME Pit-Traded Corn Future May 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 376-0 376-0 0-0 0.0% 409-0
High 377-0 379-0 2-0 0.5% 413-0
Low 367-4 367-0 -0-4 -0.1% 384-0
Close 372-6 368-6 -4-0 -1.1% 390-2
Range 9-4 12-0 2-4 26.3% 29-0
ATR 13-7 13-6 -0-1 -1.0% 0-0
Volume 44,141 22,070 -22,071 -50.0% 84,170
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 407-5 400-1 375-3
R3 395-5 388-1 372-0
R2 383-5 383-5 371-0
R1 376-1 376-1 369-7 373-7
PP 371-5 371-5 371-5 370-4
S1 364-1 364-1 367-5 361-7
S2 359-5 359-5 366-4
S3 347-5 352-1 365-4
S4 335-5 340-1 362-1
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 482-6 465-4 406-2
R3 453-6 436-4 398-2
R2 424-6 424-6 395-5
R1 407-4 407-4 392-7 401-5
PP 395-6 395-6 395-6 392-6
S1 378-4 378-4 387-5 372-5
S2 366-6 366-6 384-7
S3 337-6 349-4 382-2
S4 308-6 320-4 374-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 395-4 367-0 28-4 7.7% 7-7 2.1% 6% False True 27,772
10 413-0 367-0 46-0 12.5% 9-6 2.6% 4% False True 23,332
20 431-0 367-0 64-0 17.4% 10-7 2.9% 3% False True 20,540
40 438-0 336-0 102-0 27.7% 12-4 3.4% 32% False False 19,009
60 438-0 316-0 122-0 33.1% 11-3 3.1% 43% False False 16,870
80 450-4 316-0 134-4 36.5% 11-5 3.2% 39% False False 14,344
100 603-0 316-0 287-0 77.8% 12-0 3.3% 18% False False 12,848
120 654-0 316-0 338-0 91.7% 11-7 3.2% 16% False False 11,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 430-0
2.618 410-3
1.618 398-3
1.000 391-0
0.618 386-3
HIGH 379-0
0.618 374-3
0.500 373-0
0.382 371-5
LOW 367-0
0.618 359-5
1.000 355-0
1.618 347-5
2.618 335-5
4.250 316-0
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 373-0 375-0
PP 371-5 372-7
S1 370-1 370-7

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

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