CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 384-4 378-6 -5-6 -1.5% 376-0
High 384-4 379-2 -5-2 -1.4% 386-4
Low 379-6 374-2 -5-4 -1.4% 374-2
Close 382-2 377-2 -5-0 -1.3% 377-2
Range 4-6 5-0 0-2 5.3% 12-2
ATR 14-3 14-0 -0-4 -3.2% 0-0
Volume 10,314 10,022 -292 -2.8% 40,813
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 391-7 389-5 380-0
R3 386-7 384-5 378-5
R2 381-7 381-7 378-1
R1 379-5 379-5 377-6 378-2
PP 376-7 376-7 376-7 376-2
S1 374-5 374-5 376-6 373-2
S2 371-7 371-7 376-3
S3 366-7 369-5 375-7
S4 361-7 364-5 374-4
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 416-1 408-7 384-0
R3 403-7 396-5 380-5
R2 391-5 391-5 379-4
R1 384-3 384-3 378-3 388-0
PP 379-3 379-3 379-3 381-1
S1 372-1 372-1 376-1 375-6
S2 367-1 367-1 375-0
S3 354-7 359-7 373-7
S4 342-5 347-5 370-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 387-0 365-6 21-2 5.6% 9-5 2.6% 54% False False 10,757
10 417-0 365-6 51-2 13.6% 8-1 2.2% 22% False False 11,460
20 449-6 365-6 84-0 22.3% 9-2 2.5% 14% False False 10,735
40 498-0 365-6 132-2 35.1% 11-0 2.9% 9% False False 8,812
60 603-0 365-6 237-2 62.9% 11-4 3.0% 5% False False 7,783
80 654-0 365-6 288-2 76.4% 11-6 3.1% 4% False False 6,698
100 739-0 365-6 373-2 98.9% 12-4 3.3% 3% False False 6,141
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 400-4
2.618 392-3
1.618 387-3
1.000 384-2
0.618 382-3
HIGH 379-2
0.618 377-3
0.500 376-6
0.382 376-1
LOW 374-2
0.618 371-1
1.000 369-2
1.618 366-1
2.618 361-1
4.250 353-0
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 377-1 379-3
PP 376-7 378-5
S1 376-6 378-0

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

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