CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 387-4 389-0 1-4 0.4% 396-4
High 395-0 391-4 -3-4 -0.9% 410-0
Low 387-4 386-4 -1-0 -0.3% 386-6
Close 393-6 387-6 -6-0 -1.5% 391-0
Range 7-4 5-0 -2-4 -33.3% 23-2
ATR 11-2 11-0 -0-2 -2.6% 0-0
Volume 15,538 18,678 3,140 20.2% 86,497
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 403-5 400-5 390-4
R3 398-5 395-5 389-1
R2 393-5 393-5 388-5
R1 390-5 390-5 388-2 389-5
PP 388-5 388-5 388-5 388-0
S1 385-5 385-5 387-2 384-5
S2 383-5 383-5 386-7
S3 378-5 380-5 386-3
S4 373-5 375-5 385-0
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 465-5 451-5 403-6
R3 442-3 428-3 397-3
R2 419-1 419-1 395-2
R1 405-1 405-1 393-1 400-4
PP 395-7 395-7 395-7 393-5
S1 381-7 381-7 388-7 377-2
S2 372-5 372-5 386-6
S3 349-3 358-5 384-5
S4 326-1 335-3 378-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 397-0 375-4 21-4 5.5% 6-4 1.7% 57% False False 16,580
10 410-0 375-4 34-4 8.9% 8-4 2.2% 36% False False 17,420
20 426-6 375-4 51-2 13.2% 8-1 2.1% 24% False False 16,433
40 463-4 375-4 88-0 22.7% 9-1 2.4% 14% False False 15,721
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 1-6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 412-6
2.618 404-5
1.618 399-5
1.000 396-4
0.618 394-5
HIGH 391-4
0.618 389-5
0.500 389-0
0.382 388-3
LOW 386-4
0.618 383-3
1.000 381-4
1.618 378-3
2.618 373-3
4.250 365-2
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 389-0 387-3
PP 388-5 387-0
S1 388-1 386-5

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

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