CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	406-0	419-4	13-4	3.3%	386-4
High	408-6	420-0	11-2	2.8%	406-4
Low	406-0	413-6	7-6	1.9%	381-6
Close	407-2	416-2	9-0	2.2%	406-4
Range	2-6	6-2	3-4	127.3%	24-6
ATR	8-5	8-7	0-2	3.5%	0-0
Volume	8,908	7,809	-1,099	-12.3%	49,639

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	435-3	432-1	419-6
R3	429-1	425-7	418-0
R2	422-7	422-7	417-3
R1	419-5	419-5	416-7	418-1
PP	416-5	416-5	416-5	416-0
S1	413-3	413-3	415-5	411-7
S2	410-3	410-3	415-1
S3	404-1	407-1	414-4
S4	397-7	400-7	412-6

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	472-4	464-2	420-1
R3	447-6	439-4	413-2
R2	423-0	423-0	411-0
R1	414-6	414-6	408-6	418-7
PP	398-2	398-2	398-2	400-2
S1	390-0	390-0	404-2	394-1
S2	373-4	373-4	402-0
S3	348-6	365-2	399-6
S4	324-0	340-4	392-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	420-0	402-6	17-2	4.1%	4-4	1.1%	78%	True	False	9,593
10	420-0	378-0	42-0	10.1%	6-1	1.5%	91%	True	False	8,813
20	420-0	363-4	56-4	13.6%	6-0	1.4%	93%	True	False	7,505
40	430-4	363-4	67-0	16.1%	5-0	1.2%	79%	False	False	5,927

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	446-4
2.618	436-3
1.618	430-1
1.000	426-2
0.618	423-7
HIGH	420-0
0.618	417-5
0.500	416-7
0.382	416-1
LOW	413-6
0.618	409-7
1.000	407-4
1.618	403-5
2.618	397-3
4.250	387-2

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	416-7	415-1
PP	416-5	414-1
S1	416-4	413-0

Download as Excel Spreadsheet

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

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