CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 406-0 408-0 2-0 0.5% 382-0
High 412-4 410-2 -2-2 -0.5% 395-0
Low 406-0 395-0 -11-0 -2.7% 375-4
Close 406-6 396-0 -10-6 -2.6% 390-6
Range 6-4 15-2 8-6 134.6% 19-4
ATR 11-0 11-2 0-2 2.8% 0-0
Volume 15,712 32,101 16,389 104.3% 82,037
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 446-1 436-3 404-3
R3 430-7 421-1 400-2
R2 415-5 415-5 398-6
R1 405-7 405-7 397-3 403-1
PP 400-3 400-3 400-3 399-0
S1 390-5 390-5 394-5 387-7
S2 385-1 385-1 393-2
S3 369-7 375-3 391-6
S4 354-5 360-1 387-5
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
5 412-4 386-4 26-0 6.6% 7-0 1.8% 37% False False 19,682
10 412-4 375-4 37-0 9.3% 7-4 1.9% 55% False False 18,040
20 419-0 375-4 43-4 11.0% 8-0 2.0% 47% False False 17,347
40 447-4 375-4 72-0 18.2% 9-2 2.3% 28% False False 16,259
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 1-5
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 475-0
2.618 450-1
1.618 434-7
1.000 425-4
0.618 419-5
HIGH 410-2
0.618 404-3
0.500 402-5
0.382 400-7
LOW 395-0
0.618 385-5
1.000 379-6
1.618 370-3
2.618 355-1
4.250 330-2
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 402-5 403-6
PP 400-3 401-1
S1 398-2 398-5

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

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