CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 381-2 370-0 -11-2 -3.0% 383-4
High 385-0 370-0 -15-0 -3.9% 394-4
Low 378-0 363-4 -14-4 -3.8% 376-2
Close 377-6 368-2 -9-4 -2.5% 377-6
Range 7-0 6-4 -0-4 -7.1% 18-2
ATR 8-4 8-7 0-3 4.8% 0-0
Volume 4,163 4,423 260 6.2% 20,569
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 386-6 384-0 371-7
R3 380-2 377-4 370-0
R2 373-6 373-6 369-4
R1 371-0 371-0 368-7 369-1
PP 367-2 367-2 367-2 366-2
S1 364-4 364-4 367-5 362-5
S2 360-6 360-6 367-0
S3 354-2 358-0 366-4
S4 347-6 351-4 364-5
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 437-5 425-7 387-6
R3 419-3 407-5 382-6
R2 401-1 401-1 381-1
R1 389-3 389-3 379-3 386-1
PP 382-7 382-7 382-7 381-2
S1 371-1 371-1 376-1 367-7
S2 364-5 364-5 374-3
S3 346-3 352-7 372-6
S4 328-1 334-5 367-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 394-4 363-4 31-0 8.4% 7-2 2.0% 15% False True 4,258
10 394-4 363-4 31-0 8.4% 6-1 1.7% 15% False True 5,527
20 411-0 363-4 47-4 12.9% 5-1 1.4% 10% False True 5,090
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 397-5
2.618 387-0
1.618 380-4
1.000 376-4
0.618 374-0
HIGH 370-0
0.618 367-4
0.500 366-6
0.382 366-0
LOW 363-4
0.618 359-4
1.000 357-0
1.618 353-0
2.618 346-4
4.250 335-7
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 367-6 378-4
PP 367-2 375-1
S1 366-6 371-5

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

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