CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 403-4 400-4 -3-0 -0.7% 381-0
High 407-2 405-0 -2-2 -0.6% 407-2
Low 399-4 397-6 -1-6 -0.4% 379-6
Close 402-4 404-4 2-0 0.5% 404-4
Range 7-6 7-2 -0-4 -6.5% 27-4
ATR 10-5 10-3 -0-2 -2.3% 0-0
Volume 139,809 123,631 -16,178 -11.6% 581,217
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 424-1 421-5 408-4
R3 416-7 414-3 406-4
R2 409-5 409-5 405-7
R1 407-1 407-1 405-1 408-3
PP 402-3 402-3 402-3 403-0
S1 399-7 399-7 403-7 401-1
S2 395-1 395-1 403-1
S3 387-7 392-5 402-4
S4 380-5 385-3 400-4
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 479-5 469-5 419-5
R3 452-1 442-1 412-0
R2 424-5 424-5 409-4
R1 414-5 414-5 407-0 419-5
PP 397-1 397-1 397-1 399-6
S1 387-1 387-1 402-0 392-1
S2 369-5 369-5 399-4
S3 342-1 359-5 397-0
S4 314-5 332-1 389-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 407-2 379-6 27-4 6.8% 11-0 2.7% 90% False False 116,243
10 407-2 379-6 27-4 6.8% 8-3 2.1% 90% False False 92,565
20 407-2 362-0 45-2 11.2% 8-5 2.1% 94% False False 98,449
40 407-2 344-6 62-4 15.5% 8-5 2.1% 96% False False 91,705
60 428-0 344-6 83-2 20.6% 9-4 2.3% 72% False False 68,608
80 438-0 336-2 101-6 25.2% 10-5 2.6% 67% False False 55,224
100 438-0 316-0 122-0 30.2% 10-3 2.6% 73% False False 47,149
120 450-4 316-0 134-4 33.3% 10-6 2.7% 66% False False 40,502
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 2-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 435-6
2.618 424-0
1.618 416-6
1.000 412-2
0.618 409-4
HIGH 405-0
0.618 402-2
0.500 401-3
0.382 400-4
LOW 397-6
0.618 393-2
1.000 390-4
1.618 386-0
2.618 378-6
4.250 367-0
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 403-4 403-0
PP 402-3 401-5
S1 401-3 400-1

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

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