CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 378-6 367-2 -11-4 -3.0% 376-0
High 379-2 367-4 -11-6 -3.1% 386-4
Low 374-2 359-4 -14-6 -3.9% 374-2
Close 377-2 360-0 -17-2 -4.6% 377-2
Range 5-0 8-0 3-0 60.0% 12-2
ATR 14-0 14-2 0-2 2.0% 0-0
Volume 10,022 4,720 -5,302 -52.9% 40,813
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 386-3 381-1 364-3
R3 378-3 373-1 362-2
R2 370-3 370-3 361-4
R1 365-1 365-1 360-6 363-6
PP 362-3 362-3 362-3 361-5
S1 357-1 357-1 359-2 355-6
S2 354-3 354-3 358-4
S3 346-3 349-1 357-6
S4 338-3 341-1 355-5
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
5 386-4 359-4 27-0 7.5% 7-0 1.9% 2% False True 9,106
10 417-0 359-4 57-4 16.0% 8-3 2.3% 1% False True 10,495
20 449-6 359-4 90-2 25.1% 9-2 2.6% 1% False True 10,627
40 470-4 359-4 111-0 30.8% 10-7 3.0% 0% False True 8,715
60 603-0 359-4 243-4 67.6% 11-4 3.2% 0% False True 7,823
80 654-0 359-4 294-4 81.8% 11-6 3.3% 0% False True 6,701
100 739-0 359-4 379-4 105.4% 12-4 3.5% 0% False True 6,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 401-4
2.618 388-4
1.618 380-4
1.000 375-4
0.618 372-4
HIGH 367-4
0.618 364-4
0.500 363-4
0.382 362-4
LOW 359-4
0.618 354-4
1.000 351-4
1.618 346-4
2.618 338-4
4.250 325-4
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 363-4 372-0
PP 362-3 368-0
S1 361-1 364-0

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

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