CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 399-4 419-0 19-4 4.9% 380-0
High 414-4 421-0 6-4 1.6% 414-4
Low 399-0 391-0 -8-0 -2.0% 377-6
Close 412-2 393-4 -18-6 -4.5% 412-2
Range 15-4 30-0 14-4 93.5% 36-6
ATR 15-6 16-7 1-0 6.4% 0-0
Volume 29,930 48,090 18,160 60.7% 241,835
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 491-7 472-5 410-0
R3 461-7 442-5 401-6
R2 431-7 431-7 399-0
R1 412-5 412-5 396-2 407-2
PP 401-7 401-7 401-7 399-1
S1 382-5 382-5 390-6 377-2
S2 371-7 371-7 388-0
S3 341-7 352-5 385-2
S4 311-7 322-5 377-0
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 511-6 498-6 432-4
R3 475-0 462-0 422-3
R2 438-2 438-2 419-0
R1 425-2 425-2 415-5 431-6
PP 401-4 401-4 401-4 404-6
S1 388-4 388-4 408-7 395-0
S2 364-6 364-6 405-4
S3 328-0 351-6 402-1
S4 291-2 315-0 392-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421-0 377-6 43-2 11.0% 14-1 3.6% 36% True False 57,985
10 421-0 373-4 47-4 12.1% 15-0 3.8% 42% True False 88,356
20 421-0 306-0 115-0 29.2% 15-0 3.8% 76% True False 95,815
40 438-4 306-0 132-4 33.7% 13-6 3.5% 66% False False 82,425
60 487-0 306-0 181-0 46.0% 14-0 3.6% 48% False False 66,761
80 593-0 306-0 287-0 72.9% 14-4 3.7% 30% False False 57,603
100 643-0 306-0 337-0 85.6% 14-6 3.8% 26% False False 49,239
120 730-0 306-0 424-0 107.8% 15-6 4.0% 21% False False 43,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 548-4
2.618 499-4
1.618 469-4
1.000 451-0
0.618 439-4
HIGH 421-0
0.618 409-4
0.500 406-0
0.382 402-4
LOW 391-0
0.618 372-4
1.000 361-0
1.618 342-4
2.618 312-4
4.250 263-4
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 406-0 406-0
PP 401-7 401-7
S1 397-5 397-5

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

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