CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 363-0 368-0 5-0 1.4% 351-0
High 365-4 369-6 4-2 1.2% 365-4
Low 360-0 365-0 5-0 1.4% 344-6
Close 361-4 365-4 4-0 1.1% 361-4
Range 5-4 4-6 -0-6 -13.6% 20-6
ATR 11-1 11-0 -0-2 -1.9% 0-0
Volume 70,656 85,152 14,496 20.5% 530,188
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 381-0 378-0 368-1
R3 376-2 373-2 366-6
R2 371-4 371-4 366-3
R1 368-4 368-4 365-7 367-5
PP 366-6 366-6 366-6 366-2
S1 363-6 363-6 365-1 362-7
S2 362-0 362-0 364-5
S3 357-2 359-0 364-2
S4 352-4 354-2 362-7
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
5 369-6 347-0 22-6 6.2% 6-2 1.7% 81% True False 98,346
10 380-2 344-6 35-4 9.7% 9-0 2.5% 58% False False 105,526
20 393-0 344-6 48-2 13.2% 8-4 2.3% 43% False False 86,896
40 428-0 344-6 83-2 22.8% 9-6 2.7% 25% False False 55,406
60 438-0 344-2 93-6 25.6% 11-1 3.1% 23% False False 41,769
80 438-0 316-0 122-0 33.4% 10-6 2.9% 41% False False 35,276
100 450-4 316-0 134-4 36.8% 11-1 3.0% 37% False False 29,740
120 600-0 316-0 284-0 77.7% 11-2 3.1% 17% False False 25,905
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 390-0
2.618 382-1
1.618 377-3
1.000 374-4
0.618 372-5
HIGH 369-6
0.618 367-7
0.500 367-3
0.382 366-7
LOW 365-0
0.618 362-1
1.000 360-2
1.618 357-3
2.618 352-5
4.250 344-6
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 367-3 364-4
PP 366-6 363-5
S1 366-1 362-5

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

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