CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 447-6 457-0 9-2 2.1% 450-0
High 457-4 460-0 2-4 0.5% 460-0
Low 446-6 455-0 8-2 1.8% 445-0
Close 452-2 459-2 7-0 1.5% 459-2
Range 10-6 5-0 -5-6 -53.5% 15-0
ATR 9-7 9-6 -0-1 -1.5% 0-0
Volume 51,245 62,220 10,975 21.4% 209,212
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 473-1 471-1 462-0
R3 468-1 466-1 460-5
R2 463-1 463-1 460-1
R1 461-1 461-1 459-6 462-1
PP 458-1 458-1 458-1 458-4
S1 456-1 456-1 458-6 457-1
S2 453-1 453-1 458-3
S3 448-1 451-1 457-7
S4 443-1 446-1 456-4
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 499-6 494-4 467-4
R3 484-6 479-4 463-3
R2 469-6 469-6 462-0
R1 464-4 464-4 460-5 467-1
PP 454-6 454-6 454-6 456-0
S1 449-4 449-4 457-7 452-1
S2 439-6 439-6 456-4
S3 424-6 434-4 455-1
S4 409-6 419-4 451-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 460-0 445-0 15-0 3.3% 8-1 1.8% 95% True False 47,326
10 460-0 433-0 27-0 5.9% 9-4 2.1% 97% True False 45,826
20 460-0 417-0 43-0 9.4% 8-5 1.9% 98% True False 49,393
40 460-0 390-4 69-4 15.1% 8-5 1.9% 99% True False 38,438
60 460-0 386-4 73-4 16.0% 8-2 1.8% 99% True False 33,760
80 460-0 375-4 84-4 18.4% 8-2 1.8% 99% True False 29,557
100 471-4 375-4 96-0 20.9% 8-5 1.9% 87% False False 26,414
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 481-2
2.618 473-1
1.618 468-1
1.000 465-0
0.618 463-1
HIGH 460-0
0.618 458-1
0.500 457-4
0.382 456-7
LOW 455-0
0.618 451-7
1.000 450-0
1.618 446-7
2.618 441-7
4.250 433-6
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 458-5 457-2
PP 458-1 455-3
S1 457-4 453-3

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

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