CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 465-0 468-6 3-6 0.8% 450-0
High 473-0 468-6 -4-2 -0.9% 460-0
Low 465-0 454-0 -11-0 -2.4% 445-0
Close 472-6 455-0 -17-6 -3.8% 459-2
Range 8-0 14-6 6-6 84.4% 15-0
ATR 9-5 10-2 0-5 6.8% 0-0
Volume 50,530 49,248 -1,282 -2.5% 209,212
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 503-4 494-0 463-1
R3 488-6 479-2 459-0
R2 474-0 474-0 457-6
R1 464-4 464-4 456-3 461-7
PP 459-2 459-2 459-2 458-0
S1 449-6 449-6 453-5 447-1
S2 444-4 444-4 452-2
S3 429-6 435-0 451-0
S4 415-0 420-2 446-7
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
5 473-0 446-6 26-2 5.8% 8-6 1.9% 31% False False 49,151
10 473-0 439-0 34-0 7.5% 9-0 2.0% 47% False False 46,474
20 473-0 423-0 50-0 11.0% 8-3 1.9% 64% False False 49,880
40 473-0 390-4 82-4 18.1% 8-7 1.9% 78% False False 39,865
60 473-0 390-4 82-4 18.1% 8-4 1.9% 78% False False 35,122
80 473-0 375-4 97-4 21.4% 8-2 1.8% 82% False False 30,350
100 473-0 375-4 97-4 21.4% 8-5 1.9% 82% False False 27,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 531-4
2.618 507-3
1.618 492-5
1.000 483-4
0.618 477-7
HIGH 468-6
0.618 463-1
0.500 461-3
0.382 459-5
LOW 454-0
0.618 444-7
1.000 439-2
1.618 430-1
2.618 415-3
4.250 391-2
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 461-3 463-4
PP 459-2 460-5
S1 457-1 457-7

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

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