CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 407-4 405-6 -1-6 -0.4% 420-6
High 410-0 407-4 -2-4 -0.6% 421-0
Low 407-4 405-6 -1-6 -0.4% 404-6
Close 410-4 407-0 -3-4 -0.9% 407-0
Range 2-4 1-6 -0-6 -30.0% 16-2
ATR 7-5 7-4 -0-2 -2.7% 0-0
Volume 11,757 3,979 -7,778 -66.2% 30,338
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 412-0 411-2 408-0
R3 410-2 409-4 407-4
R2 408-4 408-4 407-3
R1 407-6 407-6 407-1 408-1
PP 406-6 406-6 406-6 407-0
S1 406-0 406-0 406-7 406-3
S2 405-0 405-0 406-5
S3 403-2 404-2 406-4
S4 401-4 402-4 406-0
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 459-5 449-5 416-0
R3 443-3 433-3 411-4
R2 427-1 427-1 410-0
R1 417-1 417-1 408-4 414-0
PP 410-7 410-7 410-7 409-3
S1 400-7 400-7 405-4 397-6
S2 394-5 394-5 404-0
S3 378-3 384-5 402-4
S4 362-1 368-3 398-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421-0 404-6 16-2 4.0% 3-1 0.8% 14% False False 6,067
10 421-0 404-6 16-2 4.0% 3-5 0.9% 14% False False 7,001
20 421-0 363-4 57-4 14.1% 4-6 1.2% 76% False False 7,857
40 421-0 363-4 57-4 14.1% 4-7 1.2% 76% False False 6,402
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 415-0
2.618 412-1
1.618 410-3
1.000 409-2
0.618 408-5
HIGH 407-4
0.618 406-7
0.500 406-5
0.382 406-3
LOW 405-6
0.618 404-5
1.000 404-0
1.618 402-7
2.618 401-1
4.250 398-2
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 406-7 407-3
PP 406-6 407-2
S1 406-5 407-1

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

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