CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 365-0 357-0 -8-0 -2.2% 365-4
High 366-4 363-2 -3-2 -0.9% 367-0
Low 358-4 354-4 -4-0 -1.1% 350-4
Close 360-6 363-0 2-2 0.6% 359-0
Range 8-0 8-6 0-6 9.4% 16-4
ATR 11-1 11-0 -0-1 -1.5% 0-0
Volume 88,704 78,969 -9,735 -11.0% 291,551
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 386-4 383-4 367-6
R3 377-6 374-6 365-3
R2 369-0 369-0 364-5
R1 366-0 366-0 363-6 367-4
PP 360-2 360-2 360-2 361-0
S1 357-2 357-2 362-2 358-6
S2 351-4 351-4 361-3
S3 342-6 348-4 360-5
S4 334-0 339-6 358-2
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 408-3 400-1 368-1
R3 391-7 383-5 363-4
R2 375-3 375-3 362-0
R1 367-1 367-1 360-4 363-0
PP 358-7 358-7 358-7 356-6
S1 350-5 350-5 357-4 346-4
S2 342-3 342-3 356-0
S3 325-7 334-1 354-4
S4 309-3 317-5 349-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 366-4 350-4 16-0 4.4% 7-2 2.0% 78% False False 83,984
10 389-4 350-4 39-0 10.7% 8-2 2.3% 32% False False 70,807
20 398-4 350-4 48-0 13.2% 8-4 2.3% 26% False False 51,487
40 438-0 350-4 87-4 24.1% 10-6 3.0% 14% False False 33,426
60 438-0 316-0 122-0 33.6% 11-1 3.1% 39% False False 28,594
80 450-0 316-0 134-0 36.9% 10-7 3.0% 35% False False 24,032
100 526-2 316-0 210-2 57.9% 11-2 3.1% 22% False False 20,625
120 603-0 316-0 287-0 79.1% 11-3 3.1% 16% False False 18,083
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 400-4
2.618 386-1
1.618 377-3
1.000 372-0
0.618 368-5
HIGH 363-2
0.618 359-7
0.500 358-7
0.382 357-7
LOW 354-4
0.618 349-1
1.000 345-6
1.618 340-3
2.618 331-5
4.250 317-2
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 361-5 361-4
PP 360-2 360-0
S1 358-7 358-4

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

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