CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 376-0 370-0 -6-0 -1.6% 409-0
High 379-0 381-4 2-4 0.7% 413-0
Low 367-0 369-4 2-4 0.7% 384-0
Close 368-6 381-4 12-6 3.5% 390-2
Range 12-0 12-0 0-0 0.0% 29-0
ATR 13-6 13-6 -0-1 -0.5% 0-0
Volume 22,070 52,405 30,335 137.4% 84,170
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 413-4 409-4 388-1
R3 401-4 397-4 384-6
R2 389-4 389-4 383-6
R1 385-4 385-4 382-5 387-4
PP 377-4 377-4 377-4 378-4
S1 373-4 373-4 380-3 375-4
S2 365-4 365-4 379-2
S3 353-4 361-4 378-2
S4 341-4 349-4 374-7
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 482-6 465-4 406-2
R3 453-6 436-4 398-2
R2 424-6 424-6 395-5
R1 407-4 407-4 392-7 401-5
PP 395-6 395-6 395-6 392-6
S1 378-4 378-4 387-5 372-5
S2 366-6 366-6 384-7
S3 337-6 349-4 382-2
S4 308-6 320-4 374-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 395-4 367-0 28-4 7.5% 9-3 2.5% 51% False False 35,788
10 413-0 367-0 46-0 12.1% 10-0 2.6% 32% False False 25,146
20 428-0 367-0 61-0 16.0% 11-1 2.9% 24% False False 22,414
40 438-0 336-2 101-6 26.7% 12-5 3.3% 44% False False 18,743
60 438-0 316-0 122-0 32.0% 11-4 3.0% 54% False False 17,445
80 450-4 316-0 134-4 35.3% 11-6 3.1% 49% False False 14,900
100 603-0 316-0 287-0 75.2% 12-0 3.1% 23% False False 13,295
120 654-0 316-0 338-0 88.6% 11-6 3.1% 19% False False 11,570
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 432-4
2.618 412-7
1.618 400-7
1.000 393-4
0.618 388-7
HIGH 381-4
0.618 376-7
0.500 375-4
0.382 374-1
LOW 369-4
0.618 362-1
1.000 357-4
1.618 350-1
2.618 338-1
4.250 318-4
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 379-4 379-1
PP 377-4 376-5
S1 375-4 374-2

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

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