CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 414-6 400-4 -14-2 -3.4% 427-4
High 415-0 405-0 -10-0 -2.4% 449-6
Low 405-2 392-6 -12-4 -3.1% 404-6
Close 413-6 403-6 -10-0 -2.4% 405-4
Range 9-6 12-2 2-4 25.6% 45-0
ATR 17-2 17-4 0-2 1.6% 0-0
Volume 9,008 9,617 609 6.8% 48,371
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 437-2 432-6 410-4
R3 425-0 420-4 407-1
R2 412-6 412-6 406-0
R1 408-2 408-2 404-7 410-4
PP 400-4 400-4 400-4 401-5
S1 396-0 396-0 402-5 398-2
S2 388-2 388-2 401-4
S3 376-0 383-6 400-3
S4 363-6 371-4 397-0
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 555-0 525-2 430-2
R3 510-0 480-2 417-7
R2 465-0 465-0 413-6
R1 435-2 435-2 409-5 427-5
PP 420-0 420-0 420-0 416-2
S1 390-2 390-2 401-3 382-5
S2 375-0 375-0 397-2
S3 330-0 345-2 393-1
S4 285-0 300-2 380-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 429-0 392-6 36-2 9.0% 9-1 2.3% 30% False True 11,229
10 450-0 392-6 57-2 14.2% 10-6 2.7% 19% False True 8,638
20 450-0 392-6 57-2 14.2% 12-6 3.2% 19% False True 7,779
40 600-0 392-6 207-2 51.3% 12-4 3.1% 5% False True 7,130
60 654-0 392-6 261-2 64.7% 11-7 2.9% 4% False True 5,918
80 654-0 392-6 261-2 64.7% 12-7 3.2% 4% False True 5,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 457-0
2.618 437-1
1.618 424-7
1.000 417-2
0.618 412-5
HIGH 405-0
0.618 400-3
0.500 398-7
0.382 397-3
LOW 392-6
0.618 385-1
1.000 380-4
1.618 372-7
2.618 360-5
4.250 340-6
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 402-1 403-7
PP 400-4 403-7
S1 398-7 403-6

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

View Archives - Comment on this page... - Back to Index of Symbols