CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 351-4 356-0 4-4 1.3% 365-0
High 354-0 364-4 10-4 3.0% 380-2
Low 347-0 356-0 9-0 2.6% 354-4
Close 350-4 363-4 13-0 3.7% 359-0
Range 7-0 8-4 1-4 21.4% 25-6
ATR 11-5 11-6 0-1 1.5% 0-0
Volume 116,413 97,330 -19,083 -16.4% 528,629
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 386-7 383-5 368-1
R3 378-3 375-1 365-7
R2 369-7 369-7 365-0
R1 366-5 366-5 364-2 368-2
PP 361-3 361-3 361-3 362-1
S1 358-1 358-1 362-6 359-6
S2 352-7 352-7 362-0
S3 344-3 349-5 361-1
S4 335-7 341-1 358-7
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 441-7 426-1 373-1
R3 416-1 400-3 366-1
R2 390-3 390-3 363-6
R1 374-5 374-5 361-3 369-5
PP 364-5 364-5 364-5 362-0
S1 348-7 348-7 356-5 343-7
S2 338-7 338-7 354-2
S3 313-1 323-1 351-7
S4 287-3 297-3 344-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 380-2 344-6 35-4 9.8% 9-4 2.6% 53% False False 122,465
10 380-2 344-6 35-4 9.8% 9-5 2.6% 53% False False 104,906
20 393-0 344-6 48-2 13.3% 9-2 2.6% 39% False False 79,044
40 438-0 344-6 93-2 25.7% 10-1 2.8% 20% False False 49,680
60 438-0 316-0 122-0 33.6% 11-4 3.2% 39% False False 38,850
80 438-0 316-0 122-0 33.6% 10-7 3.0% 39% False False 32,308
100 470-4 316-0 154-4 42.5% 11-1 3.1% 31% False False 27,119
120 603-0 316-0 287-0 79.0% 11-4 3.2% 17% False False 23,723
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 2-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 400-5
2.618 386-6
1.618 378-2
1.000 373-0
0.618 369-6
HIGH 364-4
0.618 361-2
0.500 360-2
0.382 359-2
LOW 356-0
0.618 350-6
1.000 347-4
1.618 342-2
2.618 333-6
4.250 319-7
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 362-3 360-4
PP 361-3 357-5
S1 360-2 354-5

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

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