CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 356-0 358-0 2-0 0.6% 365-0
High 364-4 361-0 -3-4 -1.0% 380-2
Low 356-0 355-4 -0-4 -0.1% 354-4
Close 363-4 358-4 -5-0 -1.4% 359-0
Range 8-4 5-4 -3-0 -35.3% 25-6
ATR 11-6 11-4 -0-2 -2.3% 0-0
Volume 97,330 122,179 24,849 25.5% 528,629
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 374-7 372-1 361-4
R3 369-3 366-5 360-0
R2 363-7 363-7 359-4
R1 361-1 361-1 359-0 362-4
PP 358-3 358-3 358-3 359-0
S1 355-5 355-5 358-0 357-0
S2 352-7 352-7 357-4
S3 347-3 350-1 357-0
S4 341-7 344-5 355-4
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
5 367-4 344-6 22-6 6.3% 7-6 2.1% 60% False False 118,409
10 380-2 344-6 35-4 9.9% 9-6 2.7% 39% False False 107,555
20 393-0 344-6 48-2 13.5% 9-0 2.5% 28% False False 84,050
40 431-0 344-6 86-2 24.1% 9-7 2.8% 16% False False 52,295
60 438-0 336-0 102-0 28.5% 11-2 3.1% 22% False False 40,689
80 438-0 316-0 122-0 34.0% 10-6 3.0% 35% False False 33,665
100 450-4 316-0 134-4 37.5% 11-1 3.1% 32% False False 28,285
120 603-0 316-0 287-0 80.1% 11-4 3.2% 15% False False 24,715
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 384-3
2.618 375-3
1.618 369-7
1.000 366-4
0.618 364-3
HIGH 361-0
0.618 358-7
0.500 358-2
0.382 357-5
LOW 355-4
0.618 352-1
1.000 350-0
1.618 346-5
2.618 341-1
4.250 332-1
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 358-3 357-5
PP 358-3 356-5
S1 358-2 355-6

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

View Archives - Comment on this page... - Back to Index of Symbols