CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 415-4 415-0 -0-4 -0.1% 386-0
High 416-0 417-0 1-0 0.2% 422-4
Low 407-0 412-4 5-4 1.4% 386-0
Close 414-2 416-0 1-6 0.4% 422-4
Range 9-0 4-4 -4-4 -50.0% 36-4
ATR 9-1 8-6 -0-3 -3.6% 0-0
Volume 14,451 27,384 12,933 89.5% 79,028
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 428-5 426-7 418-4
R3 424-1 422-3 417-2
R2 419-5 419-5 416-7
R1 417-7 417-7 416-3 418-6
PP 415-1 415-1 415-1 415-5
S1 413-3 413-3 415-5 414-2
S2 410-5 410-5 415-1
S3 406-1 408-7 414-6
S4 401-5 404-3 413-4
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 519-7 507-5 442-5
R3 483-3 471-1 432-4
R2 446-7 446-7 429-2
R1 434-5 434-5 425-7 440-6
PP 410-3 410-3 410-3 413-3
S1 398-1 398-1 419-1 404-2
S2 373-7 373-7 415-6
S3 337-3 361-5 412-4
S4 300-7 325-1 402-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 422-4 407-0 15-4 3.7% 8-6 2.1% 58% False False 19,831
10 422-4 386-0 36-4 8.8% 8-1 2.0% 82% False False 16,186
20 422-4 380-2 42-2 10.2% 6-6 1.6% 85% False False 15,193
40 425-6 380-2 45-4 10.9% 6-2 1.5% 79% False False 11,592
60 425-6 363-4 62-2 15.0% 5-7 1.4% 84% False False 9,911
80 431-4 363-4 68-0 16.3% 5-6 1.4% 77% False False 8,364
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-2
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 436-1
2.618 428-6
1.618 424-2
1.000 421-4
0.618 419-6
HIGH 417-0
0.618 415-2
0.500 414-6
0.382 414-2
LOW 412-4
0.618 409-6
1.000 408-0
1.618 405-2
2.618 400-6
4.250 393-3
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 415-5 415-3
PP 415-1 414-6
S1 414-6 414-1

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

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