CME Pit-Traded Corn Future September 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 424-2 420-4 -3-6 -0.9% 400-4
High 425-6 422-4 -3-2 -0.8% 425-6
Low 419-4 418-6 -0-6 -0.2% 400-4
Close 422-0 423-4 1-4 0.4% 423-4
Range 6-2 3-6 -2-4 -40.0% 25-2
ATR 8-5 8-2 -0-3 -4.0% 0-0
Volume 9,876 12,376 2,500 25.3% 44,017
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 432-7 431-7 425-4
R3 429-1 428-1 424-4
R2 425-3 425-3 424-2
R1 424-3 424-3 423-7 424-7
PP 421-5 421-5 421-5 421-6
S1 420-5 420-5 423-1 421-1
S2 417-7 417-7 422-6
S3 414-1 416-7 422-4
S4 410-3 413-1 421-4
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 492-3 483-1 437-3
R3 467-1 457-7 430-4
R2 441-7 441-7 428-1
R1 432-5 432-5 425-7 437-2
PP 416-5 416-5 416-5 418-7
S1 407-3 407-3 421-1 412-0
S2 391-3 391-3 418-7
S3 366-1 382-1 416-4
S4 340-7 356-7 409-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 425-6 400-4 25-2 6.0% 7-7 1.9% 91% False False 8,803
10 425-6 400-4 25-2 6.0% 5-4 1.3% 91% False False 7,435
20 425-6 381-6 44-0 10.4% 5-6 1.3% 95% False False 8,183
40 425-6 363-4 62-2 14.7% 5-3 1.3% 96% False False 7,107
60 447-0 363-4 83-4 19.7% 5-4 1.3% 72% False False 5,938
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 438-4
2.618 432-3
1.618 428-5
1.000 426-2
0.618 424-7
HIGH 422-4
0.618 421-1
0.500 420-5
0.382 420-1
LOW 418-6
0.618 416-3
1.000 415-0
1.618 412-5
2.618 408-7
4.250 402-6
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 422-4 422-1
PP 421-5 420-6
S1 420-5 419-3

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

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