CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 430-0 429-0 -1-0 -0.2% 419-4
High 434-0 429-4 -4-4 -1.0% 434-0
Low 426-0 426-6 0-6 0.2% 416-0
Close 428-2 428-0 -0-2 -0.1% 428-0
Range 8-0 2-6 -5-2 -65.6% 18-0
ATR 10-7 10-2 -0-5 -5.3% 0-0
Volume 22,647 37,750 15,103 66.7% 143,826
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 436-3 434-7 429-4
R3 433-5 432-1 428-6
R2 430-7 430-7 428-4
R1 429-3 429-3 428-2 428-6
PP 428-1 428-1 428-1 427-6
S1 426-5 426-5 427-6 426-0
S2 425-3 425-3 427-4
S3 422-5 423-7 427-2
S4 419-7 421-1 426-4
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 480-0 472-0 437-7
R3 462-0 454-0 433-0
R2 444-0 444-0 431-2
R1 436-0 436-0 429-5 440-0
PP 426-0 426-0 426-0 428-0
S1 418-0 418-0 426-3 422-0
S2 408-0 408-0 424-6
S3 390-0 400-0 423-0
S4 372-0 382-0 418-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 434-0 416-0 18-0 4.2% 6-0 1.4% 67% False False 28,765
10 434-0 395-0 39-0 9.1% 7-7 1.8% 85% False False 26,945
20 434-0 375-4 58-4 13.7% 7-7 1.9% 90% False False 21,899
40 445-4 375-4 70-0 16.4% 8-2 1.9% 75% False False 18,572
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 441-2
2.618 436-6
1.618 434-0
1.000 432-2
0.618 431-2
HIGH 429-4
0.618 428-4
0.500 428-1
0.382 427-6
LOW 426-6
0.618 425-0
1.000 424-0
1.618 422-2
2.618 419-4
4.250 415-0
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 428-1 427-0
PP 428-1 426-0
S1 428-0 425-0

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

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