CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 400-4 387-0 -13-4 -3.4% 323-4
High 402-0 391-0 -11-0 -2.7% 379-4
Low 382-0 380-4 -1-4 -0.4% 323-4
Close 389-4 389-4 0-0 0.0% 373-4
Range 20-0 10-4 -9-4 -47.5% 56-0
ATR 18-3 17-7 -0-5 -3.1% 0-0
Volume 127,605 132,993 5,388 4.2% 566,266
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 418-4 414-4 395-2
R3 408-0 404-0 392-3
R2 397-4 397-4 391-3
R1 393-4 393-4 390-4 395-4
PP 387-0 387-0 387-0 388-0
S1 383-0 383-0 388-4 385-0
S2 376-4 376-4 387-5
S3 366-0 372-4 386-5
S4 355-4 362-0 383-6
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 526-7 506-1 404-2
R3 470-7 450-1 388-7
R2 414-7 414-7 383-6
R1 394-1 394-1 378-5 404-4
PP 358-7 358-7 358-7 364-0
S1 338-1 338-1 368-3 348-4
S2 302-7 302-7 363-2
S3 246-7 282-1 358-1
S4 190-7 226-1 342-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 402-0 340-4 61-4 15.8% 22-0 5.6% 80% False False 124,260
10 402-0 306-0 96-0 24.6% 17-7 4.6% 87% False False 119,208
20 402-0 306-0 96-0 24.6% 14-4 3.7% 87% False False 106,617
40 438-4 306-0 132-4 34.0% 14-4 3.7% 63% False False 79,263
60 582-4 306-0 276-4 71.0% 14-2 3.7% 30% False False 63,162
80 621-4 306-0 315-4 81.0% 14-4 3.7% 26% False False 54,385
100 643-0 306-0 337-0 86.5% 15-2 3.9% 25% False False 46,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 435-5
2.618 418-4
1.618 408-0
1.000 401-4
0.618 397-4
HIGH 391-0
0.618 387-0
0.500 385-6
0.382 384-4
LOW 380-4
0.618 374-0
1.000 370-0
1.618 363-4
2.618 353-0
4.250 335-7
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 388-2 389-3
PP 387-0 389-1
S1 385-6 389-0

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

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