CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	430-0	429-0	-1-0	-0.2%	419-4
High	434-0	429-4	-4-4	-1.0%	434-0
Low	426-0	426-6	0-6	0.2%	416-0
Close	428-2	428-0	-0-2	-0.1%	428-0
Range	8-0	2-6	-5-2	-65.6%	18-0
ATR	10-7	10-2	-0-5	-5.3%	0-0
Volume	22,647	37,750	15,103	66.7%	143,826

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	436-3	434-7	429-4
R3	433-5	432-1	428-6
R2	430-7	430-7	428-4
R1	429-3	429-3	428-2	428-6
PP	428-1	428-1	428-1	427-6
S1	426-5	426-5	427-6	426-0
S2	425-3	425-3	427-4
S3	422-5	423-7	427-2
S4	419-7	421-1	426-4

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	480-0	472-0	437-7
R3	462-0	454-0	433-0
R2	444-0	444-0	431-2
R1	436-0	436-0	429-5	440-0
PP	426-0	426-0	426-0	428-0
S1	418-0	418-0	426-3	422-0
S2	408-0	408-0	424-6
S3	390-0	400-0	423-0
S4	372-0	382-0	418-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	434-0	416-0	18-0	4.2%	6-0	1.4%	67%	False	False	28,765
10	434-0	395-0	39-0	9.1%	7-7	1.8%	85%	False	False	26,945
20	434-0	375-4	58-4	13.7%	7-7	1.9%	90%	False	False	21,899
40	445-4	375-4	70-0	16.4%	8-2	1.9%	75%	False	False	18,572

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-3
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	441-2
2.618	436-6
1.618	434-0
1.000	432-2
0.618	431-2
HIGH	429-4
0.618	428-4
0.500	428-1
0.382	427-6
LOW	426-6
0.618	425-0
1.000	424-0
1.618	422-2
2.618	419-4
4.250	415-0

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	428-1	427-0
PP	428-1	426-0
S1	428-0	425-0

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