CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 389-0 397-4 8-4 2.2% 380-2
High 394-6 410-0 15-2 3.9% 403-0
Low 389-0 397-4 8-4 2.2% 380-2
Close 392-6 410-4 17-6 4.5% 395-2
Range 5-6 12-4 6-6 117.4% 22-6
ATR 8-0 8-6 0-5 8.2% 0-0
Volume 14,411 7,299 -7,112 -49.4% 79,557
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 443-4 439-4 417-3
R3 431-0 427-0 414-0
R2 418-4 418-4 412-6
R1 414-4 414-4 411-5 416-4
PP 406-0 406-0 406-0 407-0
S1 402-0 402-0 409-3 404-0
S2 393-4 393-4 408-2
S3 381-0 389-4 407-0
S4 368-4 377-0 403-5
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 461-1 450-7 407-6
R3 438-3 428-1 401-4
R2 415-5 415-5 399-3
R1 405-3 405-3 397-3 410-4
PP 392-7 392-7 392-7 395-3
S1 382-5 382-5 393-1 387-6
S2 370-1 370-1 391-1
S3 347-3 359-7 389-0
S4 324-5 337-1 382-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 410-0 386-0 24-0 5.8% 7-5 1.9% 102% True False 12,541
10 410-0 380-2 29-6 7.2% 7-1 1.7% 102% True False 13,536
20 425-6 380-2 45-4 11.1% 5-7 1.4% 66% False False 12,464
40 425-6 376-2 49-4 12.1% 5-5 1.4% 69% False False 10,175
60 425-6 363-4 62-2 15.2% 5-4 1.3% 76% False False 8,589
80 455-0 363-4 91-4 22.3% 5-5 1.4% 51% False False 7,250
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 20 trading days
Fibonacci Retracements and Extensions
4.250 463-1
2.618 442-6
1.618 430-2
1.000 422-4
0.618 417-6
HIGH 410-0
0.618 405-2
0.500 403-6
0.382 402-2
LOW 397-4
0.618 389-6
1.000 385-0
1.618 377-2
2.618 364-6
4.250 344-3
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 408-2 406-3
PP 406-0 402-1
S1 403-6 398-0

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

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