CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 400-4 412-6 12-2 3.1% 420-6
High 404-4 424-0 19-4 4.8% 421-0
Low 400-4 403-4 3-0 0.7% 404-6
Close 406-0 424-0 18-0 4.4% 407-0
Range 4-0 20-4 16-4 412.5% 16-2
ATR 7-3 8-3 0-7 12.7% 0-0
Volume 4,165 9,580 5,415 130.0% 30,338
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 478-5 471-7 435-2
R3 458-1 451-3 429-5
R2 437-5 437-5 427-6
R1 430-7 430-7 425-7 434-2
PP 417-1 417-1 417-1 418-7
S1 410-3 410-3 422-1 413-6
S2 396-5 396-5 420-2
S3 376-1 389-7 418-3
S4 355-5 369-3 412-6
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
5 424-0 400-4 23-4 5.5% 6-4 1.5% 100% True False 7,226
10 424-0 400-4 23-4 5.5% 5-1 1.2% 100% True False 6,845
20 424-0 376-2 47-6 11.3% 5-4 1.3% 100% True False 7,886
40 424-0 363-4 60-4 14.3% 5-2 1.3% 100% True False 6,652
60 455-0 363-4 91-4 21.6% 5-4 1.3% 66% False False 5,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 511-1
2.618 477-5
1.618 457-1
1.000 444-4
0.618 436-5
HIGH 424-0
0.618 416-1
0.500 413-6
0.382 411-3
LOW 403-4
0.618 390-7
1.000 383-0
1.618 370-3
2.618 349-7
4.250 316-3
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 420-5 420-1
PP 417-1 416-1
S1 413-6 412-2

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

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