CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	396-4	388-0	-8-4	-2.1%	398-0
High	396-4	394-0	-2-4	-0.6%	398-6
Low	390-0	386-6	-3-2	-0.8%	382-0
Close	391-4	394-2	2-6	0.7%	389-6
Range	6-4	7-2	0-6	11.5%	16-6
ATR	10-6	10-4	-0-2	-2.3%	0-0
Volume	16,706	15,131	-1,575	-9.4%	67,384

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	413-3	411-1	398-2
R3	406-1	403-7	396-2
R2	398-7	398-7	395-5
R1	396-5	396-5	394-7	397-6
PP	391-5	391-5	391-5	392-2
S1	389-3	389-3	393-5	390-4
S2	384-3	384-3	392-7
S3	377-1	382-1	392-2
S4	369-7	374-7	390-2

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	440-3	431-7	399-0
R3	423-5	415-1	394-3
R2	406-7	406-7	392-7
R1	398-3	398-3	391-2	394-2
PP	390-1	390-1	390-1	388-1
S1	381-5	381-5	388-2	377-4
S2	373-3	373-3	386-5
S3	356-5	364-7	385-1
S4	339-7	348-1	380-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	396-4	382-0	14-4	3.7%	6-5	1.7%	84%	False	False	17,920
10	423-4	382-0	41-4	10.5%	7-7	2.0%	30%	False	False	15,525
20	432-0	382-0	50-0	12.7%	8-0	2.0%	25%	False	False	15,567

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	False
Bear Hook	False
Bull Hook	False
Stretch	1-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	424-6
2.618	413-0
1.618	405-6
1.000	401-2
0.618	398-4
HIGH	394-0
0.618	391-2
0.500	390-3
0.382	389-4
LOW	386-6
0.618	382-2
1.000	379-4
1.618	375-0
2.618	367-6
4.250	356-0

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	393-0	392-5
PP	391-5	390-7
S1	390-3	389-2

Download as Excel Spreadsheet

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

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