CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 463-0 462-2 -0-6 -0.2% 466-0
High 464-0 468-0 4-0 0.9% 473-0
Low 456-4 462-4 6-0 1.3% 454-0
Close 458-0 466-2 8-2 1.8% 467-4
Range 7-4 5-4 -2-0 -26.7% 19-0
ATR 10-4 10-4 0-0 -0.3% 0-0
Volume 45,316 45,740 424 0.9% 253,226
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 482-1 479-5 469-2
R3 476-5 474-1 467-6
R2 471-1 471-1 467-2
R1 468-5 468-5 466-6 469-7
PP 465-5 465-5 465-5 466-2
S1 463-1 463-1 465-6 464-3
S2 460-1 460-1 465-2
S3 454-5 457-5 464-6
S4 449-1 452-1 463-2
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 521-7 513-5 478-0
R3 502-7 494-5 472-6
R2 483-7 483-7 471-0
R1 475-5 475-5 469-2 479-6
PP 464-7 464-7 464-7 466-7
S1 456-5 456-5 465-6 460-6
S2 445-7 445-7 464-0
S3 426-7 437-5 462-2
S4 407-7 418-5 457-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471-2 454-0 17-2 3.7% 9-2 2.0% 71% False False 52,248
10 473-0 446-6 26-2 5.6% 8-2 1.8% 74% False False 51,322
20 473-0 433-0 40-0 8.6% 8-6 1.9% 83% False False 51,406
40 473-0 390-4 82-4 17.7% 8-5 1.9% 92% False False 42,880
60 473-0 390-4 82-4 17.7% 8-2 1.8% 92% False False 36,848
80 473-0 375-4 97-4 20.9% 8-2 1.8% 93% False False 32,413
100 473-0 375-4 97-4 20.9% 8-5 1.9% 93% False False 28,954
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 491-3
2.618 482-3
1.618 476-7
1.000 473-4
0.618 471-3
HIGH 468-0
0.618 465-7
0.500 465-2
0.382 464-5
LOW 462-4
0.618 459-1
1.000 457-0
1.618 453-5
2.618 448-1
4.250 439-1
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 465-7 465-2
PP 465-5 464-2
S1 465-2 463-2

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

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