CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 396-0 398-0 2-0 0.5% 402-4
High 396-2 400-0 3-6 0.9% 415-2
Low 390-6 395-0 4-2 1.1% 395-4
Close 392-2 399-6 7-4 1.9% 395-2
Range 5-4 5-0 -0-4 -9.1% 19-6
ATR 8-1 8-1 0-0 -0.3% 0-0
Volume 14,762 13,529 -1,233 -8.4% 68,008
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 413-2 411-4 402-4
R3 408-2 406-4 401-1
R2 403-2 403-2 400-5
R1 401-4 401-4 400-2 402-3
PP 398-2 398-2 398-2 398-6
S1 396-4 396-4 399-2 397-3
S2 393-2 393-2 398-7
S3 388-2 391-4 398-3
S4 383-2 386-4 397-0
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
5 405-4 380-2 25-2 6.3% 6-6 1.7% 77% False False 14,633
10 415-2 380-2 35-0 8.8% 5-5 1.4% 56% False False 14,622
20 425-6 380-2 45-4 11.4% 5-5 1.4% 43% False False 11,479
40 425-6 363-4 62-2 15.6% 5-2 1.3% 58% False False 9,459
60 425-6 363-4 62-2 15.6% 5-2 1.3% 58% False False 7,928
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 0-2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 421-2
2.618 413-1
1.618 408-1
1.000 405-0
0.618 403-1
HIGH 400-0
0.618 398-1
0.500 397-4
0.382 396-7
LOW 395-0
0.618 391-7
1.000 390-0
1.618 386-7
2.618 381-7
4.250 373-6
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 399-0 398-2
PP 398-2 396-7
S1 397-4 395-3

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

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