CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 415-0 413-0 -2-0 -0.5% 424-4
High 415-4 415-4 0-0 0.0% 425-0
Low 410-4 407-0 -3-4 -0.9% 407-0
Close 411-6 407-2 -4-4 -1.1% 407-2
Range 5-0 8-4 3-4 70.0% 18-0
ATR 10-7 10-6 -0-1 -1.6% 0-0
Volume 50,676 26,939 -23,737 -46.8% 209,634
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 435-3 429-7 411-7
R3 426-7 421-3 409-5
R2 418-3 418-3 408-6
R1 412-7 412-7 408-0 411-3
PP 409-7 409-7 409-7 409-2
S1 404-3 404-3 406-4 402-7
S2 401-3 401-3 405-6
S3 392-7 395-7 404-7
S4 384-3 387-3 402-5
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 467-1 455-1 417-1
R3 449-1 437-1 412-2
R2 431-1 431-1 410-4
R1 419-1 419-1 408-7 416-1
PP 413-1 413-1 413-1 411-4
S1 401-1 401-1 405-5 398-1
S2 395-1 395-1 404-0
S3 377-1 383-1 402-2
S4 359-1 365-1 397-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 425-0 407-0 18-0 4.4% 8-3 2.1% 1% False True 41,926
10 458-0 407-0 51-0 12.5% 9-1 2.3% 0% False True 48,557
20 459-6 407-0 52-6 13.0% 8-6 2.2% 0% False True 39,455
40 459-6 386-0 73-6 18.1% 8-4 2.1% 29% False False 30,086
60 459-6 380-2 79-4 19.5% 7-4 1.9% 34% False False 23,883
80 459-6 363-4 96-2 23.6% 6-7 1.7% 45% False False 19,772
100 459-6 363-4 96-2 23.6% 6-4 1.6% 45% False False 16,791
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 451-5
2.618 437-6
1.618 429-2
1.000 424-0
0.618 420-6
HIGH 415-4
0.618 412-2
0.500 411-2
0.382 410-2
LOW 407-0
0.618 401-6
1.000 398-4
1.618 393-2
2.618 384-6
4.250 370-7
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 411-2 411-6
PP 409-7 410-2
S1 408-5 408-6

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

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