CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 389-4 386-0 -3-4 -0.9% 402-0
High 392-0 388-0 -4-0 -1.0% 403-0
Low 387-6 385-4 -2-2 -0.6% 384-4
Close 390-6 387-0 -3-6 -1.0% 387-0
Range 4-2 2-4 -1-6 -41.2% 18-4
ATR 9-7 9-5 -0-3 -3.4% 0-0
Volume 70,537 61,476 -9,061 -12.8% 344,439
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 394-3 393-1 388-3
R3 391-7 390-5 387-6
R2 389-3 389-3 387-4
R1 388-1 388-1 387-2 388-6
PP 386-7 386-7 386-7 387-1
S1 385-5 385-5 386-6 386-2
S2 384-3 384-3 386-4
S3 381-7 383-1 386-2
S4 379-3 380-5 385-5
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 447-0 435-4 397-1
R3 428-4 417-0 392-1
R2 410-0 410-0 390-3
R1 398-4 398-4 388-6 395-0
PP 391-4 391-4 391-4 389-6
S1 380-0 380-0 385-2 376-4
S2 373-0 373-0 383-5
S3 354-4 361-4 381-7
S4 336-0 343-0 376-7
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 4.8% 5-5 1.5% 14% False False 68,887
10 403-0 384-4 18-4 4.8% 6-1 1.6% 14% False False 84,074
20 403-0 344-6 58-2 15.1% 7-4 1.9% 73% False False 95,897
40 403-0 344-6 58-2 15.1% 8-3 2.2% 73% False False 81,649
60 438-0 344-6 93-2 24.1% 9-5 2.5% 45% False False 59,832
80 438-0 316-0 122-0 31.5% 10-4 2.7% 58% False False 49,619
100 449-6 316-0 133-6 34.6% 10-2 2.7% 53% False False 41,821
120 470-4 316-0 154-4 39.9% 10-5 2.8% 46% False False 35,984
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 398-5
2.618 394-4
1.618 392-0
1.000 390-4
0.618 389-4
HIGH 388-0
0.618 387-0
0.500 386-6
0.382 386-4
LOW 385-4
0.618 384-0
1.000 383-0
1.618 381-4
2.618 379-0
4.250 374-7
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 386-7 388-2
PP 386-7 387-7
S1 386-6 387-3

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

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