CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 402-0 410-4 8-4 2.1% 391-0
High 407-4 423-0 15-4 3.8% 423-0
Low 402-0 410-4 8-4 2.1% 388-4
Close 408-0 422-4 14-4 3.6% 422-4
Range 5-4 12-4 7-0 127.3% 34-4
ATR 14-5 14-5 0-0 0.2% 0-0
Volume 8,366 5,466 -2,900 -34.7% 60,743
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 456-1 451-7 429-3
R3 443-5 439-3 426-0
R2 431-1 431-1 424-6
R1 426-7 426-7 423-5 429-0
PP 418-5 418-5 418-5 419-6
S1 414-3 414-3 421-3 416-4
S2 406-1 406-1 420-2
S3 393-5 401-7 419-0
S4 381-1 389-3 415-5
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 514-7 503-1 441-4
R3 480-3 468-5 432-0
R2 445-7 445-7 428-7
R1 434-1 434-1 425-5 440-0
PP 411-3 411-3 411-3 414-2
S1 399-5 399-5 419-3 405-4
S2 376-7 376-7 416-1
S3 342-3 365-1 413-0
S4 307-7 330-5 403-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423-0 386-0 37-0 8.8% 8-6 2.1% 99% True False 14,407
10 423-0 352-0 71-0 16.8% 14-6 3.5% 99% True False 17,209
20 423-0 316-0 107-0 25.3% 12-2 2.9% 100% True False 18,690
40 449-6 316-0 133-6 31.7% 11-0 2.6% 80% False False 14,644
60 498-0 316-0 182-0 43.1% 11-5 2.7% 59% False False 12,020
80 603-0 316-0 287-0 67.9% 11-6 2.8% 37% False False 10,442
100 654-0 316-0 338-0 80.0% 12-1 2.9% 32% False False 9,034
120 744-0 316-0 428-0 101.3% 12-4 3.0% 25% False False 8,172
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 False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 476-1
2.618 455-6
1.618 443-2
1.000 435-4
0.618 430-6
HIGH 423-0
0.618 418-2
0.500 416-6
0.382 415-2
LOW 410-4
0.618 402-6
1.000 398-0
1.618 390-2
2.618 377-6
4.250 357-3
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 420-5 417-3
PP 418-5 412-1
S1 416-6 407-0

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

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