CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 434-0 437-0 3-0 0.7% 426-0
High 438-0 439-0 1-0 0.2% 440-4
Low 434-4 425-2 -9-2 -2.1% 425-2
Close 437-4 426-6 -10-6 -2.5% 426-6
Range 3-4 13-6 10-2 292.9% 15-2
ATR 8-3 8-6 0-3 4.6% 0-0
Volume 39,311 8,462 -30,849 -78.5% 134,143
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 471-5 462-7 434-2
R3 457-7 449-1 430-4
R2 444-1 444-1 429-2
R1 435-3 435-3 428-0 432-7
PP 430-3 430-3 430-3 429-0
S1 421-5 421-5 425-4 419-1
S2 416-5 416-5 424-2
S3 402-7 407-7 423-0
S4 389-1 394-1 419-2
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 476-5 466-7 435-1
R3 461-3 451-5 431-0
R2 446-1 446-1 429-4
R1 436-3 436-3 428-1 441-2
PP 430-7 430-7 430-7 433-2
S1 421-1 421-1 425-3 426-0
S2 415-5 415-5 424-0
S3 400-3 405-7 422-4
S4 385-1 390-5 418-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 440-4 425-2 15-2 3.6% 6-5 1.6% 10% False True 26,828
10 440-4 407-0 33-4 7.9% 7-2 1.7% 59% False False 24,409
20 440-4 380-2 60-2 14.1% 7-4 1.7% 77% False False 20,134
40 440-4 380-2 60-2 14.1% 6-2 1.5% 77% False False 14,766
60 440-4 363-4 77-0 18.0% 6-1 1.4% 82% False False 12,345
80 440-4 363-4 77-0 18.0% 5-5 1.3% 82% False False 10,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 497-4
2.618 475-0
1.618 461-2
1.000 452-6
0.618 447-4
HIGH 439-0
0.618 433-6
0.500 432-1
0.382 430-4
LOW 425-2
0.618 416-6
1.000 411-4
1.618 403-0
2.618 389-2
4.250 366-6
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 432-1 432-7
PP 430-3 430-7
S1 428-4 428-6

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

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