CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 395-4 395-2 -0-2 -0.1% 370-0
High 400-0 398-0 -2-0 -0.5% 382-0
Low 394-0 381-6 -12-2 -3.1% 363-4
Close 394-4 383-6 -10-6 -2.7% 379-2
Range 6-0 16-2 10-2 170.8% 18-4
ATR 8-7 9-4 0-4 5.9% 0-0
Volume 3,529 9,371 5,842 165.5% 37,503
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 436-5 426-3 392-6
R3 420-3 410-1 388-2
R2 404-1 404-1 386-6
R1 393-7 393-7 385-2 390-7
PP 387-7 387-7 387-7 386-2
S1 377-5 377-5 382-2 374-5
S2 371-5 371-5 380-6
S3 355-3 361-3 379-2
S4 339-1 345-1 374-6
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
5 400-0 377-0 23-0 6.0% 6-0 1.6% 29% False False 8,785
10 400-0 363-4 36-4 9.5% 5-4 1.4% 55% False False 7,239
20 404-2 363-4 40-6 10.6% 5-4 1.4% 50% False False 6,831
40 431-4 363-4 68-0 17.7% 5-5 1.5% 30% False False 5,167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 467-0
2.618 440-4
1.618 424-2
1.000 414-2
0.618 408-0
HIGH 398-0
0.618 391-6
0.500 389-7
0.382 388-0
LOW 381-6
0.618 371-6
1.000 365-4
1.618 355-4
2.618 339-2
4.250 312-6
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 389-7 390-7
PP 387-7 388-4
S1 385-6 386-1

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

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