CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	417-6	419-4	1-6	0.4%	399-0
High	419-0	426-6	7-6	1.8%	419-0
Low	413-4	418-0	4-4	1.1%	395-0
Close	418-0	421-2	3-2	0.8%	418-0
Range	5-4	8-6	3-2	59.1%	24-0
ATR	11-4	11-3	-0-2	-1.7%	0-0
Volume	36,442	25,916	-10,526	-28.9%	125,632

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	448-2	443-4	426-0
R3	439-4	434-6	423-5
R2	430-6	430-6	422-7
R1	426-0	426-0	422-0	428-3
PP	422-0	422-0	422-0	423-2
S1	417-2	417-2	420-4	419-5
S2	413-2	413-2	419-5
S3	404-4	408-4	418-7
S4	395-6	399-6	416-4

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	482-5	474-3	431-2
R3	458-5	450-3	424-5
R2	434-5	434-5	422-3
R1	426-3	426-3	420-2	430-4
PP	410-5	410-5	410-5	412-6
S1	402-3	402-3	415-6	406-4
S2	386-5	386-5	413-5
S3	362-5	378-3	411-3
S4	338-5	354-3	404-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	426-6	395-0	31-6	7.5%	10-6	2.6%	83%	True	False	26,867
10	426-6	378-2	48-4	11.5%	8-0	1.9%	89%	True	False	21,992
20	426-6	375-4	51-2	12.2%	8-3	2.0%	89%	True	False	19,373
40	447-4	375-4	72-0	17.1%	9-2	2.2%	64%	False	False	17,487

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	1-1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	464-0
2.618	449-5
1.618	440-7
1.000	435-4
0.618	432-1
HIGH	426-6
0.618	423-3
0.500	422-3
0.382	421-3
LOW	418-0
0.618	412-5
1.000	409-2
1.618	403-7
2.618	395-1
4.250	380-6

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	422-3	418-5
PP	422-0	415-7
S1	421-5	413-2

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