CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 452-4 455-4 3-0 0.7% 439-4
High 459-6 455-4 -4-2 -0.9% 446-4
Low 451-4 441-6 -9-6 -2.2% 432-4
Close 459-6 442-4 -17-2 -3.8% 446-2
Range 8-2 13-6 5-4 66.7% 14-0
ATR 9-0 9-5 0-5 7.2% 0-0
Volume 22,008 25,813 3,805 17.3% 152,931
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 487-7 478-7 450-0
R3 474-1 465-1 446-2
R2 460-3 460-3 445-0
R1 451-3 451-3 443-6 449-0
PP 446-5 446-5 446-5 445-3
S1 437-5 437-5 441-2 435-2
S2 432-7 432-7 440-0
S3 419-1 423-7 438-6
S4 405-3 410-1 435-0
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 483-6 479-0 454-0
R3 469-6 465-0 450-1
R2 455-6 455-6 448-7
R1 451-0 451-0 447-4 453-3
PP 441-6 441-6 441-6 443-0
S1 437-0 437-0 445-0 439-3
S2 427-6 427-6 443-5
S3 413-6 423-0 442-3
S4 399-6 409-0 438-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 459-6 433-4 26-2 5.9% 8-6 2.0% 34% False False 30,749
10 459-6 428-0 31-6 7.2% 8-5 1.9% 46% False False 26,203
20 459-6 412-4 47-2 10.7% 8-0 1.8% 63% False False 26,142
40 459-6 380-2 79-4 18.0% 7-3 1.7% 78% False False 20,169
60 459-6 380-2 79-4 18.0% 6-7 1.5% 78% False False 16,044
80 459-6 363-4 96-2 21.8% 6-3 1.4% 82% False False 13,688
100 459-6 363-4 96-2 21.8% 6-2 1.4% 82% False False 11,675
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 2-0
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 514-0
2.618 491-4
1.618 477-6
1.000 469-2
0.618 464-0
HIGH 455-4
0.618 450-2
0.500 448-5
0.382 447-0
LOW 441-6
0.618 433-2
1.000 428-0
1.618 419-4
2.618 405-6
4.250 383-2
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 448-5 450-6
PP 446-5 448-0
S1 444-4 445-2

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

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