CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 363-0 373-4 10-4 2.9% 365-4
High 377-4 380-2 2-6 0.7% 367-0
Low 359-4 365-6 6-2 1.7% 350-4
Close 372-2 370-4 -1-6 -0.5% 359-0
Range 18-0 14-4 -3-4 -19.4% 16-4
ATR 11-4 11-5 0-2 1.9% 0-0
Volume 85,980 142,459 56,479 65.7% 291,551
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 415-5 407-5 378-4
R3 401-1 393-1 374-4
R2 386-5 386-5 373-1
R1 378-5 378-5 371-7 375-3
PP 372-1 372-1 372-1 370-4
S1 364-1 364-1 369-1 360-7
S2 357-5 357-5 367-7
S3 343-1 349-5 366-4
S4 328-5 335-1 362-4
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 408-3 400-1 368-1
R3 391-7 383-5 363-4
R2 375-3 375-3 362-0
R1 367-1 367-1 360-4 363-0
PP 358-7 358-7 358-7 356-6
S1 350-5 350-5 357-4 346-4
S2 342-3 342-3 356-0
S3 325-7 334-1 354-4
S4 309-3 317-5 349-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 380-2 350-4 29-6 8.0% 11-7 3.2% 67% True False 96,702
10 386-0 350-4 35-4 9.6% 9-4 2.6% 56% False False 81,977
20 395-4 350-4 45-0 12.1% 9-0 2.4% 44% False False 61,390
40 438-0 350-4 87-4 23.6% 10-4 2.8% 23% False False 38,795
60 438-0 316-0 122-0 32.9% 11-4 3.1% 45% False False 32,063
80 449-6 316-0 133-6 36.1% 10-7 3.0% 41% False False 26,731
100 498-0 316-0 182-0 49.1% 11-2 3.1% 30% False False 22,763
120 603-0 316-0 287-0 77.5% 11-4 3.1% 19% False False 19,923
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 441-7
2.618 418-2
1.618 403-6
1.000 394-6
0.618 389-2
HIGH 380-2
0.618 374-6
0.500 373-0
0.382 371-2
LOW 365-6
0.618 356-6
1.000 351-2
1.618 342-2
2.618 327-6
4.250 304-1
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 373-0 369-4
PP 372-1 368-3
S1 371-3 367-3

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

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