CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 405-6 400-4 -5-2 -1.3% 420-6
High 407-4 404-4 -3-0 -0.7% 421-0
Low 405-6 400-4 -5-2 -1.3% 404-6
Close 407-0 406-0 -1-0 -0.2% 407-0
Range 1-6 4-0 2-2 128.6% 16-2
ATR 7-4 7-3 -0-1 -0.9% 0-0
Volume 3,979 4,165 186 4.7% 30,338
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 415-5 414-7 408-2
R3 411-5 410-7 407-1
R2 407-5 407-5 406-6
R1 406-7 406-7 406-3 407-2
PP 403-5 403-5 403-5 403-7
S1 402-7 402-7 405-5 403-2
S2 399-5 399-5 405-2
S3 395-5 398-7 404-7
S4 391-5 394-7 403-6
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
5 414-0 400-4 13-4 3.3% 2-3 0.6% 41% False True 6,295
10 421-0 400-4 20-4 5.0% 3-2 0.8% 27% False True 6,580
20 421-0 367-0 54-0 13.3% 4-5 1.1% 72% False False 7,845
40 421-0 363-4 57-4 14.2% 4-7 1.2% 74% False False 6,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 421-4
2.618 415-0
1.618 411-0
1.000 408-4
0.618 407-0
HIGH 404-4
0.618 403-0
0.500 402-4
0.382 402-0
LOW 400-4
0.618 398-0
1.000 396-4
1.618 394-0
2.618 390-0
4.250 383-4
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 404-7 405-6
PP 403-5 405-4
S1 402-4 405-2

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

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