CME Pit-Traded Corn Future March 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 373-0 379-0 6-0 1.6% 398-0
High 386-0 383-0 -3-0 -0.8% 402-0
Low 373-0 378-4 5-4 1.5% 376-4
Close 384-4 381-6 -2-6 -0.7% 390-4
Range 13-0 4-4 -8-4 -65.4% 25-4
ATR 15-7 15-2 -0-6 -4.5% 0-0
Volume 107,667 88,637 -19,030 -17.7% 458,882
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 394-5 392-5 384-2
R3 390-1 388-1 383-0
R2 385-5 385-5 382-5
R1 383-5 383-5 382-1 384-5
PP 381-1 381-1 381-1 381-4
S1 379-1 379-1 381-3 380-1
S2 376-5 376-5 380-7
S3 372-1 374-5 380-4
S4 367-5 370-1 379-2
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 466-1 453-7 404-4
R3 440-5 428-3 397-4
R2 415-1 415-1 395-1
R1 402-7 402-7 392-7 396-2
PP 389-5 389-5 389-5 386-3
S1 377-3 377-3 388-1 370-6
S2 364-1 364-1 385-7
S3 338-5 351-7 383-4
S4 313-1 326-3 376-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 402-0 373-0 29-0 7.6% 11-0 2.9% 30% False False 93,394
10 402-0 360-0 42-0 11.0% 13-1 3.5% 52% False False 102,561
20 428-2 358-6 69-4 18.2% 12-7 3.4% 33% False False 100,306
40 428-2 306-0 122-2 32.0% 14-0 3.7% 62% False False 98,722
60 438-4 306-0 132-4 34.7% 13-4 3.5% 57% False False 88,948
80 459-0 306-0 153-0 40.1% 13-6 3.6% 50% False False 75,841
100 593-0 306-0 287-0 75.2% 14-2 3.7% 26% False False 66,814
120 643-0 306-0 337-0 88.3% 14-4 3.8% 22% False False 58,246
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 402-1
2.618 394-6
1.618 390-2
1.000 387-4
0.618 385-6
HIGH 383-0
0.618 381-2
0.500 380-6
0.382 380-2
LOW 378-4
0.618 375-6
1.000 374-0
1.618 371-2
2.618 366-6
4.250 359-3
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 381-3 381-2
PP 381-1 380-7
S1 380-6 380-3

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

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