CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 379-2 384-4 5-2 1.4% 410-2
High 382-0 384-4 2-4 0.7% 417-0
Low 375-2 379-6 4-4 1.2% 365-6
Close 381-6 382-2 0-4 0.1% 365-4
Range 6-6 4-6 -2-0 -29.6% 51-2
ATR 15-1 14-3 -0-6 -4.9% 0-0
Volume 9,100 10,314 1,214 13.3% 59,426
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 396-3 394-1 384-7
R3 391-5 389-3 383-4
R2 386-7 386-7 383-1
R1 384-5 384-5 382-5 383-3
PP 382-1 382-1 382-1 381-4
S1 379-7 379-7 381-7 378-5
S2 377-3 377-3 381-3
S3 372-5 375-1 381-0
S4 367-7 370-3 379-5
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 536-4 502-2 393-6
R3 485-2 451-0 379-5
R2 434-0 434-0 374-7
R1 399-6 399-6 370-2 391-2
PP 382-6 382-6 382-6 378-4
S1 348-4 348-4 360-6 340-0
S2 331-4 331-4 356-1
S3 280-2 297-2 351-3
S4 229-0 246-0 337-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 395-4 365-6 29-6 7.8% 9-6 2.6% 55% False False 12,142
10 417-0 365-6 51-2 13.4% 8-4 2.2% 32% False False 11,585
20 449-6 365-6 84-0 22.0% 9-5 2.5% 20% False False 10,598
40 498-0 365-6 132-2 34.6% 11-2 2.9% 12% False False 8,685
60 603-0 365-6 237-2 62.1% 11-5 3.0% 7% False False 7,693
80 654-0 365-6 288-2 75.4% 12-0 3.1% 6% False False 6,620
100 744-0 365-6 378-2 99.0% 12-4 3.3% 4% False False 6,068
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 404-6
2.618 396-7
1.618 392-1
1.000 389-2
0.618 387-3
HIGH 384-4
0.618 382-5
0.500 382-1
0.382 381-5
LOW 379-6
0.618 376-7
1.000 375-0
1.618 372-1
2.618 367-3
4.250 359-4
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 382-2 381-6
PP 382-1 381-3
S1 382-1 380-7

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

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