CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 354-2 399-0 44-6 12.6% 337-2
High 388-0 403-0 15-0 3.9% 388-0
Low 352-0 385-0 33-0 9.4% 336-0
Close 384-6 386-4 1-6 0.5% 384-6
Range 36-0 18-0 -18-0 -50.0% 52-0
ATR 16-3 16-4 0-1 0.8% 0-0
Volume 13,266 35,112 21,846 164.7% 130,486
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 445-4 434-0 396-3
R3 427-4 416-0 391-4
R2 409-4 409-4 389-6
R1 398-0 398-0 388-1 394-6
PP 391-4 391-4 391-4 389-7
S1 380-0 380-0 384-7 376-6
S2 373-4 373-4 383-2
S3 355-4 362-0 381-4
S4 337-4 344-0 376-5
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 525-5 507-1 413-3
R3 473-5 455-1 399-0
R2 421-5 421-5 394-2
R1 403-1 403-1 389-4 412-3
PP 369-5 369-5 369-5 374-2
S1 351-1 351-1 380-0 360-3
S2 317-5 317-5 375-2
S3 265-5 299-1 370-4
S4 213-5 247-1 356-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 403-0 336-2 66-6 17.3% 17-7 4.6% 75% True False 20,506
10 403-0 316-0 87-0 22.5% 14-0 3.6% 81% True False 23,534
20 417-0 316-0 101-0 26.1% 11-1 2.9% 70% False False 17,015
40 450-0 316-0 134-0 34.7% 11-3 2.9% 53% False False 12,937
60 600-0 316-0 284-0 73.5% 11-4 3.0% 25% False False 10,586
80 654-0 316-0 338-0 87.5% 11-6 3.0% 21% False False 9,118
100 654-0 316-0 338-0 87.5% 12-2 3.2% 21% False False 8,097
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 479-4
2.618 450-1
1.618 432-1
1.000 421-0
0.618 414-1
HIGH 403-0
0.618 396-1
0.500 394-0
0.382 391-7
LOW 385-0
0.618 373-7
1.000 367-0
1.618 355-7
2.618 337-7
4.250 308-4
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 394-0 383-1
PP 391-4 379-7
S1 389-0 376-4

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

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