CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 392-2 399-0 6-6 1.7% 382-0
High 394-0 399-4 5-4 1.4% 395-0
Low 389-4 395-4 6-0 1.5% 375-4
Close 390-6 396-0 5-2 1.3% 390-6
Range 4-4 4-0 -0-4 -11.1% 19-4
ATR 10-5 10-4 -0-1 -1.3% 0-0
Volume 14,707 17,213 2,506 17.0% 82,037
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 409-0 406-4 398-2
R3 405-0 402-4 397-1
R2 401-0 401-0 396-6
R1 398-4 398-4 396-3 397-6
PP 397-0 397-0 397-0 396-5
S1 394-4 394-4 395-5 393-6
S2 393-0 393-0 395-2
S3 389-0 390-4 394-7
S4 385-0 386-4 393-6
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 445-5 437-5 401-4
R3 426-1 418-1 396-1
R2 406-5 406-5 394-3
R1 398-5 398-5 392-4 402-5
PP 387-1 387-1 387-1 389-0
S1 379-1 379-1 389-0 383-1
S2 367-5 367-5 387-1
S3 348-1 359-5 385-3
S4 328-5 340-1 380-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 399-4 378-2 21-2 5.4% 5-2 1.3% 84% True False 17,118
10 410-0 375-4 34-4 8.7% 7-6 1.9% 59% False False 16,904
20 426-6 375-4 51-2 12.9% 7-5 1.9% 40% False False 16,035
40 459-4 375-4 84-0 21.2% 9-0 2.3% 24% False False 15,872
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 416-4
2.618 410-0
1.618 406-0
1.000 403-4
0.618 402-0
HIGH 399-4
0.618 398-0
0.500 397-4
0.382 397-0
LOW 395-4
0.618 393-0
1.000 391-4
1.618 389-0
2.618 385-0
4.250 378-4
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 397-4 395-0
PP 397-0 394-0
S1 396-4 393-0

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

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