CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 413-0 396-0 -17-0 -4.1% 424-4
High 415-4 396-4 -19-0 -4.6% 425-0
Low 407-0 388-4 -18-4 -4.5% 407-0
Close 407-2 393-4 -13-6 -3.4% 407-2
Range 8-4 8-0 -0-4 -5.9% 18-0
ATR 10-6 11-2 0-5 5.4% 0-0
Volume 26,939 45,978 19,039 70.7% 209,634
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 416-7 413-1 397-7
R3 408-7 405-1 395-6
R2 400-7 400-7 395-0
R1 397-1 397-1 394-2 395-0
PP 392-7 392-7 392-7 391-6
S1 389-1 389-1 392-6 387-0
S2 384-7 384-7 392-0
S3 376-7 381-1 391-2
S4 368-7 373-1 389-1
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
5 419-4 388-4 31-0 7.9% 7-6 2.0% 16% False True 41,407
10 458-0 388-4 69-4 17.7% 9-2 2.3% 7% False True 49,831
20 459-6 388-4 71-2 18.1% 8-7 2.2% 7% False True 41,379
40 459-6 386-0 73-6 18.7% 8-4 2.2% 10% False False 30,843
60 459-6 380-2 79-4 20.2% 7-5 1.9% 17% False False 24,454
80 459-6 363-4 96-2 24.5% 7-0 1.8% 31% False False 20,307
100 459-6 363-4 96-2 24.5% 6-4 1.7% 31% False False 17,201
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 1-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 430-4
2.618 417-4
1.618 409-4
1.000 404-4
0.618 401-4
HIGH 396-4
0.618 393-4
0.500 392-4
0.382 391-4
LOW 388-4
0.618 383-4
1.000 380-4
1.618 375-4
2.618 367-4
4.250 354-4
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 393-1 402-0
PP 392-7 399-1
S1 392-4 396-3

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

View Archives - Comment on this page... - Back to Index of Symbols