CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 446-0 448-4 2-4 0.6% 436-4
High 450-0 451-2 1-2 0.3% 454-0
Low 445-2 437-0 -8-2 -1.9% 436-4
Close 449-2 438-4 -10-6 -2.4% 438-4
Range 4-6 14-2 9-4 200.0% 17-4
ATR 9-4 9-7 0-3 3.6% 0-0
Volume 81,846 31,268 -50,578 -61.8% 302,679
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 485-0 476-0 446-3
R3 470-6 461-6 442-3
R2 456-4 456-4 441-1
R1 447-4 447-4 439-6 444-7
PP 442-2 442-2 442-2 441-0
S1 433-2 433-2 437-2 430-5
S2 428-0 428-0 435-7
S3 413-6 419-0 434-5
S4 399-4 404-6 430-5
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 495-4 484-4 448-1
R3 478-0 467-0 443-2
R2 460-4 460-4 441-6
R1 449-4 449-4 440-1 455-0
PP 443-0 443-0 443-0 445-6
S1 432-0 432-0 436-7 437-4
S2 425-4 425-4 435-2
S3 408-0 414-4 433-6
S4 390-4 397-0 428-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 454-0 436-4 17-4 4.0% 7-6 1.8% 11% False False 60,535
10 454-0 417-0 37-0 8.4% 8-0 1.8% 58% False False 51,277
20 454-0 390-4 63-4 14.5% 8-6 2.0% 76% False False 42,343
40 454-0 390-4 63-4 14.5% 8-1 1.9% 76% False False 33,339
60 454-0 375-4 78-4 17.9% 8-2 1.9% 80% False False 29,236
80 454-0 375-4 78-4 17.9% 8-2 1.9% 80% False False 25,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 511-6
2.618 488-4
1.618 474-2
1.000 465-4
0.618 460-0
HIGH 451-2
0.618 445-6
0.500 444-1
0.382 442-4
LOW 437-0
0.618 428-2
1.000 422-6
1.618 414-0
2.618 399-6
4.250 376-4
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 444-1 445-4
PP 442-2 443-1
S1 440-3 440-7

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

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