CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 421-4 418-0 -3-4 -0.8% 433-0
High 423-4 420-4 -3-0 -0.7% 434-4
Low 420-0 417-2 -2-6 -0.7% 416-6
Close 422-6 419-2 -3-4 -0.8% 419-2
Range 3-4 3-2 -0-2 -7.1% 17-6
ATR 9-3 9-1 -0-2 -3.0% 0-0
Volume 26,480 18,610 -7,870 -29.7% 104,775
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 428-6 427-2 421-0
R3 425-4 424-0 420-1
R2 422-2 422-2 419-7
R1 420-6 420-6 419-4 421-4
PP 419-0 419-0 419-0 419-3
S1 417-4 417-4 419-0 418-2
S2 415-6 415-6 418-5
S3 412-4 414-2 418-3
S4 409-2 411-0 417-4
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 476-6 465-6 429-0
R3 459-0 448-0 424-1
R2 441-2 441-2 422-4
R1 430-2 430-2 420-7 426-7
PP 423-4 423-4 423-4 421-6
S1 412-4 412-4 417-5 409-1
S2 405-6 405-6 416-0
S3 388-0 394-6 414-3
S4 370-2 377-0 409-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 434-4 416-6 17-6 4.2% 4-7 1.2% 14% False False 20,955
10 434-4 416-0 18-4 4.4% 5-4 1.3% 18% False False 24,860
20 434-4 375-4 59-0 14.1% 6-5 1.6% 74% False False 22,813
40 434-4 375-4 59-0 14.1% 7-5 1.8% 74% False False 19,360
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 434-2
2.618 429-0
1.618 425-6
1.000 423-6
0.618 422-4
HIGH 420-4
0.618 419-2
0.500 418-7
0.382 418-4
LOW 417-2
0.618 415-2
1.000 414-0
1.618 412-0
2.618 408-6
4.250 403-4
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 419-1 420-1
PP 419-0 419-7
S1 418-7 419-4

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

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