CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 450-0 452-4 2-4 0.6% 433-0
High 455-0 455-6 0-6 0.2% 456-0
Low 445-0 448-0 3-0 0.7% 433-0
Close 450-2 449-6 -0-4 -0.1% 452-0
Range 10-0 7-6 -2-2 -22.5% 23-0
ATR 10-0 9-7 -0-1 -1.6% 0-0
Volume 40,266 55,481 15,215 37.8% 217,785
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 474-3 469-7 454-0
R3 466-5 462-1 451-7
R2 458-7 458-7 451-1
R1 454-3 454-3 450-4 452-6
PP 451-1 451-1 451-1 450-3
S1 446-5 446-5 449-0 445-0
S2 443-3 443-3 448-3
S3 435-5 438-7 447-5
S4 427-7 431-1 445-4
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 516-0 507-0 464-5
R3 493-0 484-0 458-3
R2 470-0 470-0 456-2
R1 461-0 461-0 454-1 465-4
PP 447-0 447-0 447-0 449-2
S1 438-0 438-0 449-7 442-4
S2 424-0 424-0 447-6
S3 401-0 415-0 445-5
S4 378-0 392-0 439-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 456-0 439-0 17-0 3.8% 9-2 2.0% 63% False False 43,797
10 456-0 433-0 23-0 5.1% 9-5 2.1% 73% False False 53,401
20 456-0 407-6 48-2 10.7% 9-1 2.0% 87% False False 46,691
40 456-0 390-4 65-4 14.6% 9-0 2.0% 90% False False 37,316
60 456-0 378-2 77-6 17.3% 8-1 1.8% 92% False False 32,453
80 456-0 375-4 80-4 17.9% 8-3 1.8% 92% False False 28,398
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 488-6
2.618 476-0
1.618 468-2
1.000 463-4
0.618 460-4
HIGH 455-6
0.618 452-6
0.500 451-7
0.382 451-0
LOW 448-0
0.618 443-2
1.000 440-2
1.618 435-4
2.618 427-6
4.250 415-0
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 451-7 450-3
PP 451-1 450-1
S1 450-4 450-0

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

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