CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 419-4 411-4 -8-0 -1.9% 448-4
High 419-4 416-4 -3-0 -0.7% 458-0
Low 411-6 407-0 -4-6 -1.2% 430-0
Close 412-6 416-2 3-4 0.8% 434-4
Range 7-6 9-4 1-6 22.6% 28-0
ATR 11-3 11-2 -0-1 -1.2% 0-0
Volume 42,511 40,934 -1,577 -3.7% 275,942
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 441-6 438-4 421-4
R3 432-2 429-0 418-7
R2 422-6 422-6 418-0
R1 419-4 419-4 417-1 421-1
PP 413-2 413-2 413-2 414-0
S1 410-0 410-0 415-3 411-5
S2 403-6 403-6 414-4
S3 394-2 400-4 413-5
S4 384-6 391-0 411-0
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
5 456-0 407-0 49-0 11.8% 10-3 2.5% 19% False True 49,302
10 458-4 407-0 51-4 12.4% 9-4 2.3% 18% False True 48,202
20 459-6 407-0 52-6 12.7% 9-0 2.2% 18% False True 37,202
40 459-6 386-0 73-6 17.7% 8-3 2.0% 41% False False 28,852
60 459-6 380-2 79-4 19.1% 7-3 1.8% 45% False False 22,783
80 459-6 363-4 96-2 23.1% 7-0 1.7% 55% False False 18,921
100 459-6 363-4 96-2 23.1% 6-4 1.6% 55% False False 16,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 456-7
2.618 441-3
1.618 431-7
1.000 426-0
0.618 422-3
HIGH 416-4
0.618 412-7
0.500 411-6
0.382 410-5
LOW 407-0
0.618 401-1
1.000 397-4
1.618 391-5
2.618 382-1
4.250 366-5
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 414-6 416-1
PP 413-2 416-1
S1 411-6 416-0

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

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