CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 405-2 410-2 5-0 1.2% 414-6
High 405-4 417-0 11-4 2.8% 415-0
Low 399-2 410-2 11-0 2.8% 392-6
Close 408-4 414-6 6-2 1.5% 408-4
Range 6-2 6-6 0-4 8.0% 22-2
ATR 16-0 15-4 -0-4 -3.4% 0-0
Volume 14,367 12,089 -2,278 -15.9% 59,216
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 434-2 431-2 418-4
R3 427-4 424-4 416-5
R2 420-6 420-6 416-0
R1 417-6 417-6 415-3 419-2
PP 414-0 414-0 414-0 414-6
S1 411-0 411-0 414-1 412-4
S2 407-2 407-2 413-4
S3 400-4 404-2 412-7
S4 393-6 397-4 411-0
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 472-1 462-5 420-6
R3 449-7 440-3 414-5
R2 427-5 427-5 412-5
R1 418-1 418-1 410-4 411-6
PP 405-3 405-3 405-3 402-2
S1 395-7 395-7 406-4 389-4
S2 383-1 383-1 404-3
S3 360-7 373-5 402-3
S4 338-5 351-3 396-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417-0 392-6 24-2 5.8% 10-0 2.4% 91% True False 12,459
10 449-6 392-6 57-0 13.7% 9-1 2.2% 39% False False 11,308
20 450-0 392-6 57-2 13.8% 11-2 2.7% 38% False False 9,117
40 600-0 392-6 207-2 50.0% 11-5 2.8% 11% False False 7,585
60 654-0 392-6 261-2 63.0% 11-7 2.9% 8% False False 6,655
80 654-0 392-6 261-2 63.0% 12-4 3.0% 8% False False 6,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 445-6
2.618 434-5
1.618 427-7
1.000 423-6
0.618 421-1
HIGH 417-0
0.618 414-3
0.500 413-5
0.382 412-7
LOW 410-2
0.618 406-1
1.000 403-4
1.618 399-3
2.618 392-5
4.250 381-4
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 414-3 412-0
PP 414-0 409-2
S1 413-5 406-4

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

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