CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 380-6 386-4 5-6 1.5% 370-0
High 382-0 387-2 5-2 1.4% 382-0
Low 378-0 383-4 5-4 1.5% 363-4
Close 379-2 384-0 4-6 1.3% 379-2
Range 4-0 3-6 -0-2 -6.3% 18-4
ATR 8-3 8-3 0-0 -0.3% 0-0
Volume 6,473 14,612 8,139 125.7% 37,503
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 396-1 393-7 386-0
R3 392-3 390-1 385-0
R2 388-5 388-5 384-6
R1 386-3 386-3 384-3 385-5
PP 384-7 384-7 384-7 384-4
S1 382-5 382-5 383-5 381-7
S2 381-1 381-1 383-2
S3 377-3 378-7 383-0
S4 373-5 375-1 382-0
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 430-3 423-3 389-3
R3 411-7 404-7 384-3
R2 393-3 393-3 382-5
R1 386-3 386-3 381-0 389-7
PP 374-7 374-7 374-7 376-6
S1 367-7 367-7 377-4 371-3
S2 356-3 356-3 375-7
S3 337-7 349-3 374-1
S4 319-3 330-7 369-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 387-2 367-0 20-2 5.3% 3-4 0.9% 84% True False 9,538
10 394-4 363-4 31-0 8.1% 5-3 1.4% 66% False False 6,898
20 411-0 363-4 47-4 12.4% 5-0 1.3% 43% False False 6,620
40 447-0 363-4 83-4 21.7% 5-2 1.4% 25% False False 5,122
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 403-2
2.618 397-1
1.618 393-3
1.000 391-0
0.618 389-5
HIGH 387-2
0.618 385-7
0.500 385-3
0.382 384-7
LOW 383-4
0.618 381-1
1.000 379-6
1.618 377-3
2.618 373-5
4.250 367-4
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 385-3 383-3
PP 384-7 382-6
S1 384-4 382-1

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

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