CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 406-0 419-4 13-4 3.3% 386-4
High 408-6 420-0 11-2 2.8% 406-4
Low 406-0 413-6 7-6 1.9% 381-6
Close 407-2 416-2 9-0 2.2% 406-4
Range 2-6 6-2 3-4 127.3% 24-6
ATR 8-5 8-7 0-2 3.5% 0-0
Volume 8,908 7,809 -1,099 -12.3% 49,639
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 435-3 432-1 419-6
R3 429-1 425-7 418-0
R2 422-7 422-7 417-3
R1 419-5 419-5 416-7 418-1
PP 416-5 416-5 416-5 416-0
S1 413-3 413-3 415-5 411-7
S2 410-3 410-3 415-1
S3 404-1 407-1 414-4
S4 397-7 400-7 412-6
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
5 420-0 402-6 17-2 4.1% 4-4 1.1% 78% True False 9,593
10 420-0 378-0 42-0 10.1% 6-1 1.5% 91% True False 8,813
20 420-0 363-4 56-4 13.6% 6-0 1.4% 93% True False 7,505
40 430-4 363-4 67-0 16.1% 5-0 1.2% 79% False False 5,927
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 446-4
2.618 436-3
1.618 430-1
1.000 426-2
0.618 423-7
HIGH 420-0
0.618 417-5
0.500 416-7
0.382 416-1
LOW 413-6
0.618 409-7
1.000 407-4
1.618 403-5
2.618 397-3
4.250 387-2
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 416-7 415-1
PP 416-5 414-1
S1 416-4 413-0

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

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