CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 356-0 351-4 -4-4 -1.3% 362-0
High 357-4 353-4 -4-0 -1.1% 377-6
Low 345-4 346-0 0-4 0.1% 362-0
Close 348-6 348-2 -0-4 -0.1% 365-6
Range 12-0 7-4 -4-4 -37.5% 15-6
ATR 16-0 15-3 -0-5 -3.8% 0-0
Volume 56,985 101,295 44,310 77.8% 442,082
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 371-6 367-4 352-3
R3 364-2 360-0 350-2
R2 356-6 356-6 349-5
R1 352-4 352-4 349-0 350-7
PP 349-2 349-2 349-2 348-4
S1 345-0 345-0 347-4 343-3
S2 341-6 341-6 346-7
S3 334-2 337-4 346-2
S4 326-6 330-0 344-1
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 415-6 406-4 374-3
R3 400-0 390-6 370-1
R2 384-2 384-2 368-5
R1 375-0 375-0 367-2 379-5
PP 368-4 368-4 368-4 370-6
S1 359-2 359-2 364-2 363-7
S2 352-6 352-6 362-7
S3 337-0 343-4 361-3
S4 321-2 327-6 357-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 374-4 345-4 29-0 8.3% 8-1 2.3% 9% False False 98,437
10 402-4 345-4 57-0 16.4% 10-3 3.0% 5% False False 85,732
20 438-4 345-4 93-0 26.7% 12-0 3.4% 3% False False 71,132
40 459-0 345-4 113-4 32.6% 13-4 3.9% 2% False False 54,986
60 593-0 345-4 247-4 71.1% 14-3 4.1% 1% False False 46,913
80 643-0 345-4 297-4 85.4% 14-6 4.2% 1% False False 39,151
100 710-4 345-4 365-0 104.8% 15-6 4.5% 1% False False 34,254
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 385-3
2.618 373-1
1.618 365-5
1.000 361-0
0.618 358-1
HIGH 353-4
0.618 350-5
0.500 349-6
0.382 348-7
LOW 346-0
0.618 341-3
1.000 338-4
1.618 333-7
2.618 326-3
4.250 314-1
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 349-6 357-1
PP 349-2 354-1
S1 348-6 351-2

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

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