CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 362-0 368-0 6-0 1.7% 398-0
High 377-6 371-0 -6-6 -1.8% 406-0
Low 362-0 363-6 1-6 0.5% 353-0
Close 371-0 370-4 -0-4 -0.1% 354-2
Range 15-6 7-2 -8-4 -54.0% 53-0
ATR 17-5 16-7 -0-6 -4.2% 0-0
Volume 108,174 100,511 -7,663 -7.1% 308,718
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 390-1 387-5 374-4
R3 382-7 380-3 372-4
R2 375-5 375-5 371-7
R1 373-1 373-1 371-1 374-3
PP 368-3 368-3 368-3 369-0
S1 365-7 365-7 369-7 367-1
S2 361-1 361-1 369-1
S3 353-7 358-5 368-4
S4 346-5 351-3 366-4
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 530-1 495-1 383-3
R3 477-1 442-1 368-7
R2 424-1 424-1 364-0
R1 389-1 389-1 359-1 380-1
PP 371-1 371-1 371-1 366-4
S1 336-1 336-1 349-3 327-1
S2 318-1 318-1 344-4
S3 265-1 283-1 339-5
S4 212-1 230-1 325-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 401-0 353-0 48-0 13.0% 12-7 3.5% 36% False False 80,761
10 406-0 353-0 53-0 14.3% 12-4 3.4% 33% False False 75,009
20 438-4 353-0 85-4 23.1% 13-3 3.6% 20% False False 61,042
40 515-0 353-0 162-0 43.7% 14-1 3.8% 11% False False 48,286
60 593-0 353-0 240-0 64.8% 14-4 3.9% 7% False False 41,577
80 643-0 353-0 290-0 78.3% 15-1 4.1% 6% False False 35,079
100 745-0 353-0 392-0 105.8% 16-1 4.3% 4% False False 30,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 401-6
2.618 390-0
1.618 382-6
1.000 378-2
0.618 375-4
HIGH 371-0
0.618 368-2
0.500 367-3
0.382 366-4
LOW 363-6
0.618 359-2
1.000 356-4
1.618 352-0
2.618 344-6
4.250 333-0
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 369-4 368-6
PP 368-3 367-1
S1 367-3 365-3

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

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