CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 452-0 442-0 -10-0 -2.2% 436-4
High 456-0 449-0 -7-0 -1.5% 454-0
Low 445-0 439-0 -6-0 -1.3% 436-4
Close 447-2 445-4 -1-6 -0.4% 438-4
Range 11-0 10-0 -1-0 -9.1% 17-4
ATR 10-0 10-0 0-0 0.0% 0-0
Volume 45,568 50,249 4,681 10.3% 302,679
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 474-4 470-0 451-0
R3 464-4 460-0 448-2
R2 454-4 454-4 447-3
R1 450-0 450-0 446-3 452-2
PP 444-4 444-4 444-4 445-5
S1 440-0 440-0 444-5 442-2
S2 434-4 434-4 443-5
S3 424-4 430-0 442-6
S4 414-4 420-0 440-0
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
5 456-0 433-0 23-0 5.2% 11-0 2.5% 54% False False 44,326
10 456-0 433-0 23-0 5.2% 8-3 1.9% 54% False False 56,374
20 456-0 396-0 60-0 13.5% 9-2 2.1% 83% False False 45,640
40 456-0 390-4 65-4 14.7% 8-5 1.9% 84% False False 35,662
60 456-0 375-4 80-4 18.1% 8-2 1.8% 87% False False 31,183
80 456-0 375-4 80-4 18.1% 8-2 1.9% 87% False False 27,420
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 491-4
2.618 475-1
1.618 465-1
1.000 459-0
0.618 455-1
HIGH 449-0
0.618 445-1
0.500 444-0
0.382 442-7
LOW 439-0
0.618 432-7
1.000 429-0
1.618 422-7
2.618 412-7
4.250 396-4
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 445-0 447-4
PP 444-4 446-7
S1 444-0 446-1

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

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