CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 405-4 380-2 -25-2 -6.2% 402-4
High 405-4 387-6 -17-6 -4.4% 415-2
Low 395-4 380-2 -15-2 -3.9% 395-4
Close 395-2 387-6 -7-4 -1.9% 395-2
Range 10-0 7-4 -2-4 -25.0% 19-6
ATR 7-6 8-2 0-4 6.7% 0-0
Volume 9,283 8,921 -362 -3.9% 68,008
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 407-6 405-2 391-7
R3 400-2 397-6 389-6
R2 392-6 392-6 389-1
R1 390-2 390-2 388-4 391-4
PP 385-2 385-2 385-2 385-7
S1 382-6 382-6 387-0 384-0
S2 377-6 377-6 386-3
S3 370-2 375-2 385-6
S4 362-6 367-6 383-5
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 461-2 448-0 406-1
R3 441-4 428-2 400-5
R2 421-6 421-6 398-7
R1 408-4 408-4 397-0 405-2
PP 402-0 402-0 402-0 400-3
S1 388-6 388-6 393-4 385-4
S2 382-2 382-2 391-5
S3 362-4 369-0 389-7
S4 342-6 349-2 384-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 415-2 380-2 35-0 9.0% 7-0 1.8% 21% False True 11,822
10 424-4 380-2 44-2 11.4% 5-3 1.4% 17% False True 11,487
20 425-6 380-2 45-4 11.7% 5-3 1.4% 16% False True 9,461
40 425-6 363-4 62-2 16.1% 5-4 1.4% 39% False False 8,415
60 430-4 363-4 67-0 17.3% 5-2 1.3% 36% False False 7,115
Crabel Price Patterns
NR True
NR4 False
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 419-5
2.618 407-3
1.618 399-7
1.000 395-2
0.618 392-3
HIGH 387-6
0.618 384-7
0.500 384-0
0.382 383-1
LOW 380-2
0.618 375-5
1.000 372-6
1.618 368-1
2.618 360-5
4.250 348-3
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 386-4 392-7
PP 385-2 391-1
S1 384-0 389-4

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

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