CME Pit-Traded Corn Future September 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 376-2 377-0 0-6 0.2% 383-4
High 382-0 377-0 -5-0 -1.3% 394-4
Low 376-2 377-0 0-6 0.2% 376-2
Close 381-6 376-2 -5-4 -1.4% 377-6
Range 5-6 0-0 -5-6 -100.0% 18-2
ATR 8-7 8-5 -0-2 -3.3% 0-0
Volume 7,922 9,944 2,022 25.5% 20,569
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 376-6 376-4 376-2
R3 376-6 376-4 376-2
R2 376-6 376-6 376-2
R1 376-4 376-4 376-2 376-5
PP 376-6 376-6 376-6 376-6
S1 376-4 376-4 376-2 376-5
S2 376-6 376-6 376-2
S3 376-6 376-4 376-2
S4 376-6 376-4 376-2
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 437-5 425-7 387-6
R3 419-3 407-5 382-6
R2 401-1 401-1 381-1
R1 389-3 389-3 379-3 386-1
PP 382-7 382-7 382-7 381-2
S1 371-1 371-1 376-1 367-7
S2 364-5 364-5 374-3
S3 346-3 352-7 372-6
S4 328-1 334-5 367-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 385-0 363-4 21-4 5.7% 4-5 1.2% 59% False False 7,038
10 394-4 363-4 31-0 8.2% 5-6 1.5% 41% False False 6,197
20 411-0 363-4 47-4 12.6% 4-7 1.3% 27% False False 5,975
40 450-0 363-4 86-4 23.0% 5-3 1.4% 15% False False 4,715
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 377-0
2.618 377-0
1.618 377-0
1.000 377-0
0.618 377-0
HIGH 377-0
0.618 377-0
0.500 377-0
0.382 377-0
LOW 377-0
0.618 377-0
1.000 377-0
1.618 377-0
2.618 377-0
4.250 377-0
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 377-0 375-5
PP 376-6 375-1
S1 376-4 374-4

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

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