CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 420-4 421-4 1-0 0.2% 419-4
High 421-0 423-4 2-4 0.6% 434-0
Low 416-6 420-0 3-2 0.8% 416-0
Close 417-4 422-6 5-2 1.3% 428-0
Range 4-2 3-4 -0-6 -17.6% 18-0
ATR 9-5 9-3 -0-2 -2.7% 0-0
Volume 23,202 26,480 3,278 14.1% 143,826
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 432-5 431-1 424-5
R3 429-1 427-5 423-6
R2 425-5 425-5 423-3
R1 424-1 424-1 423-1 424-7
PP 422-1 422-1 422-1 422-4
S1 420-5 420-5 422-3 421-3
S2 418-5 418-5 422-1
S3 415-1 417-1 421-6
S4 411-5 413-5 420-7
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 4.2% 4-6 1.1% 34% False False 24,783
10 434-4 413-4 21-0 5.0% 5-5 1.3% 44% False False 26,643
20 434-4 375-4 59-0 14.0% 6-7 1.6% 80% False False 22,661
40 434-4 375-4 59-0 14.0% 7-5 1.8% 80% False False 19,208
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 438-3
2.618 432-5
1.618 429-1
1.000 427-0
0.618 425-5
HIGH 423-4
0.618 422-1
0.500 421-6
0.382 421-3
LOW 420-0
0.618 417-7
1.000 416-4
1.618 414-3
2.618 410-7
4.250 405-1
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 422-3 422-5
PP 422-1 422-4
S1 421-6 422-3

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

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