CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 415-2 411-6 -3-4 -0.8% 421-0
High 415-2 411-6 -3-4 -0.8% 424-4
Low 410-4 403-0 -7-4 -1.8% 409-4
Close 413-2 403-6 -9-4 -2.3% 409-4
Range 4-6 8-6 4-0 84.2% 15-0
ATR 7-5 7-7 0-1 2.4% 0-0
Volume 6,859 21,037 14,178 206.7% 37,941
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 432-3 426-7 408-4
R3 423-5 418-1 406-1
R2 414-7 414-7 405-3
R1 409-3 409-3 404-4 407-6
PP 406-1 406-1 406-1 405-3
S1 400-5 400-5 403-0 399-0
S2 397-3 397-3 402-1
S3 388-5 391-7 401-3
S4 379-7 383-1 399-0
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 459-4 449-4 417-6
R3 444-4 434-4 413-5
R2 429-4 429-4 412-2
R1 419-4 419-4 410-7 417-0
PP 414-4 414-4 414-4 413-2
S1 404-4 404-4 408-1 402-0
S2 399-4 399-4 406-6
S3 384-4 389-4 405-3
S4 369-4 374-4 401-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 419-6 402-4 17-2 4.3% 4-2 1.1% 7% False False 13,869
10 425-6 402-4 23-2 5.8% 4-5 1.2% 5% False False 11,392
20 425-6 400-4 25-2 6.3% 4-7 1.2% 13% False False 9,118
40 425-6 363-4 62-2 15.4% 5-3 1.3% 65% False False 8,350
60 431-4 363-4 68-0 16.8% 5-1 1.3% 59% False False 6,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 449-0
2.618 434-5
1.618 425-7
1.000 420-4
0.618 417-1
HIGH 411-6
0.618 408-3
0.500 407-3
0.382 406-3
LOW 403-0
0.618 397-5
1.000 394-2
1.618 388-7
2.618 380-1
4.250 365-6
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 407-3 408-7
PP 406-1 407-1
S1 405-0 405-4

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

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