CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 390-0 389-4 -0-4 -0.1% 389-4
High 390-4 392-0 1-4 0.4% 402-0
Low 384-4 387-6 3-2 0.8% 385-0
Close 385-6 390-6 5-0 1.3% 396-4
Range 6-0 4-2 -1-6 -29.2% 17-0
ATR 10-2 9-7 -0-2 -2.8% 0-0
Volume 70,924 70,537 -387 -0.5% 496,304
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 402-7 401-1 393-1
R3 398-5 396-7 391-7
R2 394-3 394-3 391-4
R1 392-5 392-5 391-1 393-4
PP 390-1 390-1 390-1 390-5
S1 388-3 388-3 390-3 389-2
S2 385-7 385-7 390-0
S3 381-5 384-1 389-5
S4 377-3 379-7 388-3
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 445-4 438-0 405-7
R3 428-4 421-0 401-1
R2 411-4 411-4 399-5
R1 404-0 404-0 398-0 407-6
PP 394-4 394-4 394-4 396-3
S1 387-0 387-0 395-0 390-6
S2 377-4 377-4 393-3
S3 360-4 370-0 391-7
S4 343-4 353-0 387-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 403-0 384-4 18-4 4.7% 5-6 1.5% 34% False False 78,852
10 403-0 383-0 20-0 5.1% 6-4 1.7% 39% False False 93,940
20 403-0 344-6 58-2 14.9% 7-7 2.0% 79% False False 99,449
40 403-0 344-6 58-2 14.9% 8-4 2.2% 79% False False 80,420
60 438-0 344-6 93-2 23.9% 9-5 2.5% 49% False False 59,013
80 438-0 316-0 122-0 31.2% 10-5 2.7% 61% False False 48,909
100 449-6 316-0 133-6 34.2% 10-3 2.6% 56% False False 41,275
120 498-0 316-0 182-0 46.6% 10-6 2.7% 41% False False 35,544
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 410-0
2.618 403-1
1.618 398-7
1.000 396-2
0.618 394-5
HIGH 392-0
0.618 390-3
0.500 389-7
0.382 389-3
LOW 387-6
0.618 385-1
1.000 383-4
1.618 380-7
2.618 376-5
4.250 369-6
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 390-4 391-0
PP 390-1 390-7
S1 389-7 390-7

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

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