CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 358-0 363-0 5-0 1.4% 351-0
High 361-0 365-4 4-4 1.2% 365-4
Low 355-4 360-0 4-4 1.3% 344-6
Close 358-4 361-4 3-0 0.8% 361-4
Range 5-4 5-4 0-0 0.0% 20-6
ATR 11-4 11-1 -0-3 -2.8% 0-0
Volume 122,179 70,656 -51,523 -42.2% 530,188
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 378-7 375-5 364-4
R3 373-3 370-1 363-0
R2 367-7 367-7 362-4
R1 364-5 364-5 362-0 363-4
PP 362-3 362-3 362-3 361-6
S1 359-1 359-1 361-0 358-0
S2 356-7 356-7 360-4
S3 351-3 353-5 360-0
S4 345-7 348-1 358-4
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 419-4 411-2 372-7
R3 398-6 390-4 367-2
R2 378-0 378-0 365-2
R1 369-6 369-6 363-3 373-7
PP 357-2 357-2 357-2 359-2
S1 349-0 349-0 359-5 353-1
S2 336-4 336-4 357-6
S3 315-6 328-2 355-6
S4 295-0 307-4 350-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 365-4 344-6 20-6 5.7% 6-6 1.9% 81% True False 106,037
10 380-2 344-6 35-4 9.8% 9-3 2.6% 47% False False 105,881
20 393-0 344-6 48-2 13.3% 8-5 2.4% 35% False False 84,962
40 428-0 344-6 83-2 23.0% 9-7 2.7% 20% False False 53,688
60 438-0 336-2 101-6 28.1% 11-2 3.1% 25% False False 40,816
80 438-0 316-0 122-0 33.7% 10-6 3.0% 37% False False 34,324
100 450-4 316-0 134-4 37.2% 11-1 3.1% 34% False False 28,913
120 603-0 316-0 287-0 79.4% 11-3 3.2% 16% False False 25,239
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Fibonacci Retracements and Extensions
4.250 388-7
2.618 379-7
1.618 374-3
1.000 371-0
0.618 368-7
HIGH 365-4
0.618 363-3
0.500 362-6
0.382 362-1
LOW 360-0
0.618 356-5
1.000 354-4
1.618 351-1
2.618 345-5
4.250 336-5
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 362-6 361-1
PP 362-3 360-7
S1 361-7 360-4

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

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