CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 430-0 435-0 5-0 1.2% 433-0
High 432-0 437-4 5-4 1.3% 434-4
Low 424-0 431-0 7-0 1.7% 416-6
Close 427-2 433-6 6-4 1.5% 419-2
Range 8-0 6-4 -1-4 -18.8% 17-6
ATR 10-1 10-1 0-0 0.1% 0-0
Volume 41,419 27,473 -13,946 -33.7% 104,775
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 453-5 450-1 437-3
R3 447-1 443-5 435-4
R2 440-5 440-5 435-0
R1 437-1 437-1 434-3 435-5
PP 434-1 434-1 434-1 433-2
S1 430-5 430-5 433-1 429-1
S2 427-5 427-5 432-4
S3 421-1 424-1 432-0
S4 414-5 417-5 430-1
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 476-6 465-6 429-0
R3 459-0 448-0 424-1
R2 441-2 441-2 422-4
R1 430-2 430-2 420-7 426-7
PP 423-4 423-4 423-4 421-6
S1 412-4 412-4 417-5 409-1
S2 405-6 405-6 416-0
S3 388-0 394-6 414-3
S4 370-2 377-0 409-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 437-4 411-4 26-0 6.0% 9-5 2.2% 86% True False 25,312
10 437-4 411-4 26-0 6.0% 7-2 1.7% 86% True False 25,047
20 437-4 389-4 48-0 11.1% 7-5 1.8% 92% True False 24,844
40 437-4 375-4 62-0 14.3% 7-7 1.8% 94% True False 20,638
60 463-4 375-4 88-0 20.3% 8-5 2.0% 66% False False 18,762
Crabel Price Patterns
NR True
NR4 True
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 2-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 465-1
2.618 454-4
1.618 448-0
1.000 444-0
0.618 441-4
HIGH 437-4
0.618 435-0
0.500 434-2
0.382 433-4
LOW 431-0
0.618 427-0
1.000 424-4
1.618 420-4
2.618 414-0
4.250 403-3
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 434-2 431-1
PP 434-1 428-3
S1 433-7 425-6

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

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