CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 364-0 373-0 9-0 2.5% 385-0
High 368-4 392-4 24-0 6.5% 392-4
Low 360-0 373-0 13-0 3.6% 358-6
Close 365-2 391-0 25-6 7.0% 391-0
Range 8-4 19-4 11-0 129.4% 33-6
ATR 15-5 16-4 0-7 5.3% 0-0
Volume 96,607 91,411 -5,196 -5.4% 540,086
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 444-0 437-0 401-6
R3 424-4 417-4 396-3
R2 405-0 405-0 394-5
R1 398-0 398-0 392-6 401-4
PP 385-4 385-4 385-4 387-2
S1 378-4 378-4 389-2 382-0
S2 366-0 366-0 387-3
S3 346-4 359-0 385-5
S4 327-0 339-4 380-2
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 482-0 470-2 409-4
R3 448-2 436-4 400-2
R2 414-4 414-4 397-2
R1 402-6 402-6 394-1 408-5
PP 380-6 380-6 380-6 383-6
S1 369-0 369-0 387-7 374-7
S2 347-0 347-0 384-6
S3 313-2 335-2 381-6
S4 279-4 301-4 372-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 392-4 358-6 33-6 8.6% 12-7 3.3% 96% True False 108,017
10 428-2 358-6 69-4 17.8% 12-1 3.1% 46% False False 103,436
20 428-2 358-6 69-4 17.8% 12-6 3.3% 46% False False 87,404
40 428-2 306-0 122-2 31.3% 13-5 3.5% 70% False False 95,137
60 438-4 306-0 132-4 33.9% 13-7 3.5% 64% False False 80,784
80 590-4 306-0 284-4 72.8% 14-0 3.6% 30% False False 67,920
100 621-4 306-0 315-4 80.7% 14-1 3.6% 27% False False 59,770
120 643-0 306-0 337-0 86.2% 15-0 3.8% 25% False False 52,302
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 2-7
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 475-3
2.618 443-4
1.618 424-0
1.000 412-0
0.618 404-4
HIGH 392-4
0.618 385-0
0.500 382-6
0.382 380-4
LOW 373-0
0.618 361-0
1.000 353-4
1.618 341-4
2.618 322-0
4.250 290-1
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 388-2 385-7
PP 385-4 380-6
S1 382-6 375-5

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

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