CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 447-0 451-0 4-0 0.9% 452-0
High 458-4 456-0 -2-4 -0.5% 459-6
Low 446-4 451-0 4-4 1.0% 441-6
Close 458-2 454-0 -4-2 -0.9% 454-0
Range 12-0 5-0 -7-0 -58.3% 18-0
ATR 10-1 9-7 -0-2 -2.0% 0-0
Volume 40,397 33,665 -6,732 -16.7% 143,107
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 468-5 466-3 456-6
R3 463-5 461-3 455-3
R2 458-5 458-5 454-7
R1 456-3 456-3 454-4 457-4
PP 453-5 453-5 453-5 454-2
S1 451-3 451-3 453-4 452-4
S2 448-5 448-5 453-1
S3 443-5 446-3 452-5
S4 438-5 441-3 451-2
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 505-7 497-7 463-7
R3 487-7 479-7 459-0
R2 469-7 469-7 457-2
R1 461-7 461-7 455-5 465-7
PP 451-7 451-7 451-7 453-6
S1 443-7 443-7 452-3 447-7
S2 433-7 433-7 450-6
S3 415-7 425-7 449-0
S4 397-7 407-7 444-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 459-6 441-6 18-0 4.0% 8-7 2.0% 68% False False 28,621
10 459-6 432-4 27-2 6.0% 8-3 1.9% 79% False False 30,352
20 459-6 421-0 38-6 8.5% 8-0 1.8% 85% False False 27,395
40 459-6 380-2 79-4 17.5% 7-5 1.7% 93% False False 21,602
60 459-6 380-2 79-4 17.5% 6-6 1.5% 93% False False 17,064
80 459-6 363-4 96-2 21.2% 6-3 1.4% 94% False False 14,506
100 459-6 363-4 96-2 21.2% 6-3 1.4% 94% False False 12,305
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 477-2
2.618 469-1
1.618 464-1
1.000 461-0
0.618 459-1
HIGH 456-0
0.618 454-1
0.500 453-4
0.382 452-7
LOW 451-0
0.618 447-7
1.000 446-0
1.618 442-7
2.618 437-7
4.250 429-6
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 453-7 452-6
PP 453-5 451-3
S1 453-4 450-1

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

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