CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 425-4 420-4 -5-0 -1.2% 419-4
High 428-0 421-0 -7-0 -1.6% 434-0
Low 424-0 416-6 -7-2 -1.7% 416-0
Close 425-2 417-4 -7-6 -1.8% 428-0
Range 4-0 4-2 0-2 6.3% 18-0
ATR 9-6 9-5 -0-1 -0.9% 0-0
Volume 22,344 23,202 858 3.8% 143,826
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 431-1 428-5 419-7
R3 426-7 424-3 418-5
R2 422-5 422-5 418-2
R1 420-1 420-1 417-7 419-2
PP 418-3 418-3 418-3 418-0
S1 415-7 415-7 417-1 415-0
S2 414-1 414-1 416-6
S3 409-7 411-5 416-3
S4 405-5 407-3 415-1
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
5 434-4 416-6 17-6 4.3% 5-6 1.4% 4% False True 24,016
10 434-4 399-6 34-6 8.3% 7-1 1.7% 51% False False 26,411
20 434-4 375-4 59-0 14.1% 7-2 1.7% 71% False False 22,225
40 434-4 375-4 59-0 14.1% 7-7 1.9% 71% False False 19,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 439-0
2.618 432-1
1.618 427-7
1.000 425-2
0.618 423-5
HIGH 421-0
0.618 419-3
0.500 418-7
0.382 418-3
LOW 416-6
0.618 414-1
1.000 412-4
1.618 409-7
2.618 405-5
4.250 398-6
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 418-7 425-5
PP 418-3 422-7
S1 418-0 420-2

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

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