CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 424-4 426-0 1-4 0.4% 419-2
High 429-4 430-0 0-4 0.1% 429-4
Low 424-4 426-0 1-4 0.4% 407-0
Close 429-4 429-4 0-0 0.0% 429-4
Range 5-0 4-0 -1-0 -20.0% 22-4
ATR 9-0 8-5 -0-3 -4.0% 0-0
Volume 34,711 16,830 -17,881 -51.5% 109,956
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 440-4 439-0 431-6
R3 436-4 435-0 430-5
R2 432-4 432-4 430-2
R1 431-0 431-0 429-7 431-6
PP 428-4 428-4 428-4 428-7
S1 427-0 427-0 429-1 427-6
S2 424-4 424-4 428-6
S3 420-4 423-0 428-3
S4 416-4 419-0 427-2
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 489-4 482-0 441-7
R3 467-0 459-4 435-6
R2 444-4 444-4 433-5
R1 437-0 437-0 431-4 440-6
PP 422-0 422-0 422-0 423-7
S1 414-4 414-4 427-4 418-2
S2 399-4 399-4 425-3
S3 377-0 392-0 423-2
S4 354-4 369-4 417-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 430-0 407-0 23-0 5.4% 6-4 1.5% 98% True False 22,997
10 430-0 389-0 41-0 9.5% 8-1 1.9% 99% True False 19,401
20 430-0 380-2 49-6 11.6% 7-3 1.7% 99% True False 16,778
40 430-0 380-2 49-6 11.6% 6-0 1.4% 99% True False 12,633
60 430-0 363-4 66-4 15.5% 5-7 1.4% 99% True False 10,819
80 431-4 363-4 68-0 15.8% 5-6 1.3% 97% False False 9,124
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 447-0
2.618 440-4
1.618 436-4
1.000 434-0
0.618 432-4
HIGH 430-0
0.618 428-4
0.500 428-0
0.382 427-4
LOW 426-0
0.618 423-4
1.000 422-0
1.618 419-4
2.618 415-4
4.250 409-0
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 429-0 427-5
PP 428-4 425-5
S1 428-0 423-6

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

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