CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 382-0 380-0 -2-0 -0.5% 387-4
High 384-0 382-6 -1-2 -0.3% 402-0
Low 375-4 377-6 2-2 0.6% 373-4
Close 380-6 381-6 1-0 0.3% 380-6
Range 8-4 5-0 -3-4 -41.2% 28-4
ATR 17-5 16-5 -0-7 -5.1% 0-0
Volume 73,190 77,698 4,508 6.2% 593,636
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 395-6 393-6 384-4
R3 390-6 388-6 383-1
R2 385-6 385-6 382-5
R1 383-6 383-6 382-2 384-6
PP 380-6 380-6 380-6 381-2
S1 378-6 378-6 381-2 379-6
S2 375-6 375-6 380-7
S3 370-6 373-6 380-3
S4 365-6 368-6 379-0
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 470-7 454-3 396-3
R3 442-3 425-7 388-5
R2 413-7 413-7 386-0
R1 397-3 397-3 383-3 391-3
PP 385-3 385-3 385-3 382-4
S1 368-7 368-7 378-1 362-7
S2 356-7 356-7 375-4
S3 328-3 340-3 372-7
S4 299-7 311-7 365-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 402-0 375-4 26-4 6.9% 13-3 3.5% 24% False False 103,127
10 402-0 325-2 76-6 20.1% 16-3 4.3% 74% False False 105,957
20 402-0 306-0 96-0 25.1% 13-4 3.5% 79% False False 107,308
40 438-4 306-0 132-4 34.7% 13-7 3.6% 57% False False 80,735
60 542-0 306-0 236-0 61.8% 14-1 3.7% 32% False False 65,087
80 618-0 306-0 312-0 81.7% 14-3 3.8% 24% False False 55,896
100 643-0 306-0 337-0 88.3% 15-1 4.0% 22% False False 47,740
120 799-0 306-0 493-0 129.1% 15-5 4.1% 15% False False 41,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 404-0
2.618 395-7
1.618 390-7
1.000 387-6
0.618 385-7
HIGH 382-6
0.618 380-7
0.500 380-2
0.382 379-5
LOW 377-6
0.618 374-5
1.000 372-6
1.618 369-5
2.618 364-5
4.250 356-4
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 381-2 383-2
PP 380-6 382-6
S1 380-2 382-2

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

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