CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 365-4 356-0 -9-4 -2.6% 388-0
High 367-0 361-0 -6-0 -1.6% 393-0
Low 356-0 355-2 -0-6 -0.2% 372-4
Close 359-0 358-0 -1-0 -0.3% 373-2
Range 11-0 5-6 -5-2 -47.7% 20-4
ATR 12-1 11-6 -0-4 -3.8% 0-0
Volume 39,304 69,168 29,864 76.0% 302,403
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 375-3 372-3 361-1
R3 369-5 366-5 359-5
R2 363-7 363-7 359-0
R1 360-7 360-7 358-4 362-3
PP 358-1 358-1 358-1 358-6
S1 355-1 355-1 357-4 356-5
S2 352-3 352-3 357-0
S3 346-5 349-3 356-3
S4 340-7 343-5 354-7
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 441-1 427-5 384-4
R3 420-5 407-1 378-7
R2 400-1 400-1 377-0
R1 386-5 386-5 375-1 383-1
PP 379-5 379-5 379-5 377-6
S1 366-1 366-1 371-3 362-5
S2 359-1 359-1 369-4
S3 338-5 345-5 367-5
S4 318-1 325-1 362-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 386-0 355-2 30-6 8.6% 8-0 2.2% 9% False True 64,115
10 393-0 355-2 37-6 10.5% 9-0 2.5% 7% False True 53,183
20 413-0 355-2 57-6 16.1% 9-2 2.6% 5% False True 38,719
40 438-0 355-2 82-6 23.1% 10-6 3.0% 3% False True 26,321
60 438-0 316-0 122-0 34.1% 11-3 3.2% 34% False False 23,589
80 450-0 316-0 134-0 37.4% 11-3 3.2% 31% False False 20,016
100 593-0 316-0 277-0 77.4% 11-3 3.2% 15% False False 17,274
120 633-0 316-0 317-0 88.5% 11-4 3.2% 13% False False 15,240
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 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 385-4
2.618 376-0
1.618 370-2
1.000 366-6
0.618 364-4
HIGH 361-0
0.618 358-6
0.500 358-1
0.382 357-4
LOW 355-2
0.618 351-6
1.000 349-4
1.618 346-0
2.618 340-2
4.250 330-6
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 358-1 366-5
PP 358-1 363-6
S1 358-0 360-7

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

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