CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 402-0 394-0 -8-0 -2.0% 389-4
High 403-0 397-4 -5-4 -1.4% 402-0
Low 393-0 392-0 -1-0 -0.3% 385-0
Close 395-4 393-6 -1-6 -0.4% 396-4
Range 10-0 5-4 -4-4 -45.0% 17-0
ATR 10-5 10-2 -0-3 -3.5% 0-0
Volume 51,087 90,415 39,328 77.0% 496,304
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 410-7 407-7 396-6
R3 405-3 402-3 395-2
R2 399-7 399-7 394-6
R1 396-7 396-7 394-2 395-5
PP 394-3 394-3 394-3 393-6
S1 391-3 391-3 393-2 390-1
S2 388-7 388-7 392-6
S3 383-3 385-7 392-2
S4 377-7 380-3 390-6
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 445-4 438-0 405-7
R3 428-4 421-0 401-1
R2 411-4 411-4 399-5
R1 404-0 404-0 398-0 407-6
PP 394-4 394-4 394-4 396-3
S1 387-0 387-0 395-0 390-6
S2 377-4 377-4 393-3
S3 360-4 370-0 391-7
S4 343-4 353-0 387-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 403-0 385-0 18-0 4.6% 6-5 1.7% 49% False False 81,141
10 403-0 362-0 41-0 10.4% 9-1 2.3% 77% False False 102,610
20 403-0 344-6 58-2 14.8% 9-0 2.3% 84% False False 103,798
40 403-0 344-6 58-2 14.8% 8-6 2.2% 84% False False 77,643
60 438-0 344-6 93-2 23.7% 10-1 2.6% 53% False False 56,883
80 438-0 316-0 122-0 31.0% 10-5 2.7% 64% False False 47,395
100 450-0 316-0 134-0 34.0% 10-4 2.7% 58% False False 39,985
120 526-2 316-0 210-2 53.4% 10-7 2.8% 37% False False 34,487
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 420-7
2.618 411-7
1.618 406-3
1.000 403-0
0.618 400-7
HIGH 397-4
0.618 395-3
0.500 394-6
0.382 394-1
LOW 392-0
0.618 388-5
1.000 386-4
1.618 383-1
2.618 377-5
4.250 368-5
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 394-6 397-4
PP 394-3 396-2
S1 394-1 395-0

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

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