CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 410-0 406-0 -4-0 -1.0% 386-4
High 411-0 408-6 -2-2 -0.5% 406-4
Low 409-2 406-0 -3-2 -0.8% 381-6
Close 409-2 407-2 -2-0 -0.5% 406-4
Range 1-6 2-6 1-0 57.1% 24-6
ATR 9-0 8-5 -0-3 -4.6% 0-0
Volume 6,929 8,908 1,979 28.6% 49,639
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 415-5 414-1 408-6
R3 412-7 411-3 408-0
R2 410-1 410-1 407-6
R1 408-5 408-5 407-4 409-3
PP 407-3 407-3 407-3 407-6
S1 405-7 405-7 407-0 406-5
S2 404-5 404-5 406-6
S3 401-7 403-1 406-4
S4 399-1 400-3 405-6
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 472-4 464-2 420-1
R3 447-6 439-4 413-2
R2 423-0 423-0 411-0
R1 414-6 414-6 408-6 418-7
PP 398-2 398-2 398-2 400-2
S1 390-0 390-0 404-2 394-1
S2 373-4 373-4 402-0
S3 348-6 365-2 399-6
S4 324-0 340-4 392-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 415-0 393-0 22-0 5.4% 5-0 1.2% 65% False False 9,268
10 415-0 377-0 38-0 9.3% 5-4 1.4% 80% False False 9,027
20 415-0 363-4 51-4 12.6% 5-7 1.4% 85% False False 7,741
40 430-4 363-4 67-0 16.5% 5-1 1.2% 65% False False 6,024
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 420-4
2.618 416-0
1.618 413-2
1.000 411-4
0.618 410-4
HIGH 408-6
0.618 407-6
0.500 407-3
0.382 407-0
LOW 406-0
0.618 404-2
1.000 403-2
1.618 401-4
2.618 398-6
4.250 394-2
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 407-3 410-4
PP 407-3 409-3
S1 407-2 408-3

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

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