CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 395-2 388-0 -7-2 -1.8% 370-0
High 398-0 402-0 4-0 1.0% 382-0
Low 381-6 393-0 11-2 2.9% 363-4
Close 383-6 404-0 20-2 5.3% 379-2
Range 16-2 9-0 -7-2 -44.6% 18-4
ATR 9-4 10-1 0-5 6.7% 0-0
Volume 9,371 6,186 -3,185 -34.0% 37,503
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 426-5 424-3 409-0
R3 417-5 415-3 406-4
R2 408-5 408-5 405-5
R1 406-3 406-3 404-7 407-4
PP 399-5 399-5 399-5 400-2
S1 397-3 397-3 403-1 398-4
S2 390-5 390-5 402-3
S3 381-5 388-3 401-4
S4 372-5 379-3 399-0
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
5 402-0 378-0 24-0 5.9% 7-6 1.9% 108% True False 8,034
10 402-0 363-4 38-4 9.5% 6-2 1.5% 105% True False 7,536
20 404-0 363-4 40-4 10.0% 5-6 1.4% 100% False False 6,739
40 431-4 363-4 68-0 16.8% 5-4 1.4% 60% False False 5,266
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 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 440-2
2.618 425-4
1.618 416-4
1.000 411-0
0.618 407-4
HIGH 402-0
0.618 398-4
0.500 397-4
0.382 396-4
LOW 393-0
0.618 387-4
1.000 384-0
1.618 378-4
2.618 369-4
4.250 354-6
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 401-7 400-0
PP 399-5 395-7
S1 397-4 391-7

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

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