CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 448-4 449-4 1-0 0.2% 452-0
High 450-4 454-4 4-0 0.9% 459-6
Low 443-0 449-4 6-4 1.5% 441-6
Close 444-6 453-2 8-4 1.9% 454-0
Range 7-4 5-0 -2-4 -33.3% 18-0
ATR 10-0 9-7 0-0 -0.1% 0-0
Volume 33,235 57,624 24,389 73.4% 143,107
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 467-3 465-3 456-0
R3 462-3 460-3 454-5
R2 457-3 457-3 454-1
R1 455-3 455-3 453-6 456-3
PP 452-3 452-3 452-3 453-0
S1 450-3 450-3 452-6 451-3
S2 447-3 447-3 452-3
S3 442-3 445-3 451-7
S4 437-3 440-3 450-4
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
5 458-4 441-6 16-6 3.7% 8-5 1.9% 69% False False 38,146
10 459-6 433-4 26-2 5.8% 8-0 1.8% 75% False False 36,315
20 459-6 421-0 38-6 8.5% 8-2 1.8% 83% False False 29,361
40 459-6 380-2 79-4 17.5% 7-6 1.7% 92% False False 23,069
60 459-6 380-2 79-4 17.5% 6-6 1.5% 92% False False 18,209
80 459-6 363-4 96-2 21.2% 6-4 1.4% 93% False False 15,454
100 459-6 363-4 96-2 21.2% 6-2 1.4% 93% False False 13,172
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 475-6
2.618 467-5
1.618 462-5
1.000 459-4
0.618 457-5
HIGH 454-4
0.618 452-5
0.500 452-0
0.382 451-3
LOW 449-4
0.618 446-3
1.000 444-4
1.618 441-3
2.618 436-3
4.250 428-2
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 452-7 452-0
PP 452-3 450-6
S1 452-0 449-4

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

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