CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 433-0 425-4 -7-4 -1.7% 419-4
High 434-4 428-0 -6-4 -1.5% 434-0
Low 425-0 424-0 -1-0 -0.2% 416-0
Close 427-2 425-2 -2-0 -0.5% 428-0
Range 9-4 4-0 -5-4 -57.9% 18-0
ATR 10-2 9-6 -0-4 -4.3% 0-0
Volume 14,139 22,344 8,205 58.0% 143,826
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 437-6 435-4 427-4
R3 433-6 431-4 426-3
R2 429-6 429-6 426-0
R1 427-4 427-4 425-5 426-5
PP 425-6 425-6 425-6 425-2
S1 423-4 423-4 424-7 422-5
S2 421-6 421-6 424-4
S3 417-6 419-4 424-1
S4 413-6 415-4 423-0
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
5 434-4 416-0 18-4 4.4% 6-0 1.4% 50% False False 24,332
10 434-4 395-0 39-4 9.3% 8-2 1.9% 77% False False 27,301
20 434-4 375-4 59-0 13.9% 7-7 1.9% 84% False False 22,131
40 434-4 375-4 59-0 13.9% 8-0 1.9% 84% False False 18,849
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 445-0
2.618 438-4
1.618 434-4
1.000 432-0
0.618 430-4
HIGH 428-0
0.618 426-4
0.500 426-0
0.382 425-4
LOW 424-0
0.618 421-4
1.000 420-0
1.618 417-4
2.618 413-4
4.250 407-0
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 426-0 429-2
PP 425-6 427-7
S1 425-4 426-5

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

View Archives - Comment on this page... - Back to Index of Symbols