CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 399-0 381-0 -18-0 -4.5% 402-4
High 401-0 385-6 -15-2 -3.8% 403-4
Low 391-4 377-0 -14-4 -3.7% 378-0
Close 395-2 380-0 -15-2 -3.9% 397-0
Range 9-4 8-6 -0-6 -7.9% 25-4
ATR 16-3 16-4 0-1 0.8% 0-0
Volume 58,060 71,779 13,719 23.6% 336,368
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 407-1 402-3 384-6
R3 398-3 393-5 382-3
R2 389-5 389-5 381-5
R1 384-7 384-7 380-6 382-7
PP 380-7 380-7 380-7 380-0
S1 376-1 376-1 379-2 374-1
S2 372-1 372-1 378-3
S3 363-3 367-3 377-5
S4 354-5 358-5 375-2
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 469-3 458-5 411-0
R3 443-7 433-1 404-0
R2 418-3 418-3 401-5
R1 407-5 407-5 399-3 400-2
PP 392-7 392-7 392-7 389-1
S1 382-1 382-1 394-5 374-6
S2 367-3 367-3 392-3
S3 341-7 356-5 390-0
S4 316-3 331-1 383-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 406-0 377-0 29-0 7.6% 8-7 2.3% 10% False True 61,713
10 406-0 377-0 29-0 7.6% 11-7 3.1% 10% False True 64,889
20 438-4 377-0 61-4 16.2% 14-1 3.7% 5% False True 52,937
40 570-4 377-0 193-4 50.9% 14-2 3.7% 2% False True 42,820
60 618-0 377-0 241-0 63.4% 14-3 3.8% 1% False True 38,007
80 643-0 377-0 266-0 70.0% 15-3 4.0% 1% False True 32,157
100 799-0 377-0 422-0 111.1% 16-1 4.2% 1% False True 28,347
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 423-0
2.618 408-5
1.618 399-7
1.000 394-4
0.618 391-1
HIGH 385-6
0.618 382-3
0.500 381-3
0.382 380-3
LOW 377-0
0.618 371-5
1.000 368-2
1.618 362-7
2.618 354-1
4.250 339-6
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 381-3 389-6
PP 380-7 386-4
S1 380-4 383-2

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

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