CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 382-0 382-0 0-0 0.0% 396-4
High 382-0 383-4 1-4 0.4% 410-0
Low 375-4 378-2 2-6 0.7% 386-6
Close 380-2 380-6 0-4 0.1% 391-0
Range 6-4 5-2 -1-2 -19.2% 23-2
ATR 11-4 11-1 -0-4 -3.9% 0-0
Volume 13,656 19,458 5,802 42.5% 86,497
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 396-5 393-7 383-5
R3 391-3 388-5 382-2
R2 386-1 386-1 381-6
R1 383-3 383-3 381-2 382-1
PP 380-7 380-7 380-7 380-2
S1 378-1 378-1 380-2 376-7
S2 375-5 375-5 379-6
S3 370-3 372-7 379-2
S4 365-1 367-5 377-7
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 465-5 451-5 403-6
R3 442-3 428-3 397-3
R2 419-1 419-1 395-2
R1 405-1 405-1 393-1 400-4
PP 395-7 395-7 395-7 393-5
S1 381-7 381-7 388-7 377-2
S2 372-5 372-5 386-6
S3 349-3 358-5 384-5
S4 326-1 335-3 378-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 410-0 375-4 34-4 9.1% 9-6 2.6% 15% False False 17,554
10 410-0 375-4 34-4 9.1% 8-2 2.2% 15% False False 17,737
20 426-6 375-4 51-2 13.5% 8-4 2.2% 10% False False 16,733
40 471-4 375-4 96-0 25.2% 9-3 2.5% 5% False False 15,113
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 405-6
2.618 397-2
1.618 392-0
1.000 388-6
0.618 386-6
HIGH 383-4
0.618 381-4
0.500 380-7
0.382 380-2
LOW 378-2
0.618 375-0
1.000 373-0
1.618 369-6
2.618 364-4
4.250 356-0
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 380-7 386-2
PP 380-7 384-3
S1 380-6 382-5

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

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