CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 464-0 458-0 -6-0 -1.3% 463-0
High 469-2 458-6 -10-4 -2.2% 471-4
Low 462-0 443-2 -18-6 -4.1% 443-2
Close 463-2 447-6 -15-4 -3.3% 447-6
Range 7-2 15-4 8-2 113.8% 28-2
ATR 10-6 11-4 0-5 6.1% 0-0
Volume 63,286 61,477 -1,809 -2.9% 276,559
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 496-3 487-5 456-2
R3 480-7 472-1 452-0
R2 465-3 465-3 450-5
R1 456-5 456-5 449-1 453-2
PP 449-7 449-7 449-7 448-2
S1 441-1 441-1 446-3 437-6
S2 434-3 434-3 444-7
S3 418-7 425-5 443-4
S4 403-3 410-1 439-2
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 538-7 521-5 463-2
R3 510-5 493-3 455-4
R2 482-3 482-3 452-7
R1 465-1 465-1 450-3 459-5
PP 454-1 454-1 454-1 451-4
S1 436-7 436-7 445-1 431-3
S2 425-7 425-7 442-5
S3 397-5 408-5 440-0
S4 369-3 380-3 432-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 471-4 443-2 28-2 6.3% 10-0 2.2% 16% False True 55,311
10 473-0 443-2 29-6 6.6% 9-5 2.2% 15% False True 52,978
20 473-0 433-0 40-0 8.9% 9-5 2.1% 37% False False 49,402
40 473-0 390-4 82-4 18.4% 9-1 2.0% 69% False False 45,728
60 473-0 390-4 82-4 18.4% 8-4 1.9% 69% False False 38,549
80 473-0 375-4 97-4 21.8% 8-3 1.9% 74% False False 34,112
100 473-0 375-4 97-4 21.8% 8-4 1.9% 74% False False 30,417
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 0-7
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 524-5
2.618 499-3
1.618 483-7
1.000 474-2
0.618 468-3
HIGH 458-6
0.618 452-7
0.500 451-0
0.382 449-1
LOW 443-2
0.618 433-5
1.000 427-6
1.618 418-1
2.618 402-5
4.250 377-3
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 451-0 457-3
PP 449-7 454-1
S1 448-7 451-0

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

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