CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 424-4 419-4 -5-0 -1.2% 448-4
High 425-0 419-4 -5-4 -1.3% 458-0
Low 414-0 411-6 -2-2 -0.5% 430-0
Close 414-6 412-6 -2-0 -0.5% 434-4
Range 11-0 7-6 -3-2 -29.5% 28-0
ATR 11-5 11-3 -0-2 -2.4% 0-0
Volume 48,574 42,511 -6,063 -12.5% 275,942
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 437-7 433-1 417-0
R3 430-1 425-3 414-7
R2 422-3 422-3 414-1
R1 417-5 417-5 413-4 416-1
PP 414-5 414-5 414-5 414-0
S1 409-7 409-7 412-0 408-3
S2 406-7 406-7 411-3
S3 399-1 402-1 410-5
S4 391-3 394-3 408-4
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 524-7 507-5 449-7
R3 496-7 479-5 442-2
R2 468-7 468-7 439-5
R1 451-5 451-5 437-1 446-2
PP 440-7 440-7 440-7 438-1
S1 423-5 423-5 431-7 418-2
S2 412-7 412-7 429-3
S3 384-7 395-5 426-6
S4 356-7 367-5 419-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 458-0 411-6 46-2 11.2% 11-2 2.7% 2% False True 55,233
10 458-4 411-6 46-6 11.3% 10-0 2.4% 2% False True 46,690
20 459-6 411-6 48-0 11.6% 8-7 2.2% 2% False True 36,290
40 459-6 386-0 73-6 17.9% 8-3 2.0% 36% False False 28,496
60 459-6 380-2 79-4 19.3% 7-3 1.8% 41% False False 22,151
80 459-6 363-4 96-2 23.3% 7-0 1.7% 51% False False 18,455
100 459-6 363-4 96-2 23.3% 6-4 1.6% 51% False False 15,667
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 False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 452-4
2.618 439-6
1.618 432-0
1.000 427-2
0.618 424-2
HIGH 419-4
0.618 416-4
0.500 415-5
0.382 414-6
LOW 411-6
0.618 407-0
1.000 404-0
1.618 399-2
2.618 391-4
4.250 378-6
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 415-5 428-7
PP 414-5 423-4
S1 413-6 418-1

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

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