CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 408-0 400-0 -8-0 -2.0% 382-0
High 410-2 417-4 7-2 1.8% 395-0
Low 395-0 399-6 4-6 1.2% 375-4
Close 396-0 415-6 19-6 5.0% 390-6
Range 15-2 17-6 2-4 16.4% 19-4
ATR 11-2 12-0 0-6 6.5% 0-0
Volume 32,101 24,164 -7,937 -24.7% 82,037
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 464-2 457-6 425-4
R3 446-4 440-0 420-5
R2 428-6 428-6 419-0
R1 422-2 422-2 417-3 425-4
PP 411-0 411-0 411-0 412-5
S1 404-4 404-4 414-1 407-6
S2 393-2 393-2 412-4
S3 375-4 386-6 410-7
S4 357-6 369-0 406-0
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
5 417-4 389-4 28-0 6.7% 9-5 2.3% 94% True False 20,779
10 417-4 375-4 42-0 10.1% 8-0 1.9% 96% True False 18,679
20 417-4 375-4 42-0 10.1% 8-3 2.0% 96% True False 17,909
40 447-4 375-4 72-0 17.3% 9-2 2.2% 56% False False 16,579
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 36 trading days
Fibonacci Retracements and Extensions
4.250 493-0
2.618 464-0
1.618 446-2
1.000 435-2
0.618 428-4
HIGH 417-4
0.618 410-6
0.500 408-5
0.382 406-4
LOW 399-6
0.618 388-6
1.000 382-0
1.618 371-0
2.618 353-2
4.250 324-2
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 413-3 412-5
PP 411-0 409-3
S1 408-5 406-2

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

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