CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 458-0 437-4 -20-4 -4.5% 463-0
High 458-6 438-0 -20-6 -4.5% 471-4
Low 443-2 427-2 -16-0 -3.6% 443-2
Close 447-6 427-6 -20-0 -4.5% 447-6
Range 15-4 10-6 -4-6 -30.6% 28-2
ATR 11-4 12-1 0-5 5.7% 0-0
Volume 61,477 79,134 17,657 28.7% 276,559
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 463-2 456-2 433-5
R3 452-4 445-4 430-6
R2 441-6 441-6 429-6
R1 434-6 434-6 428-6 432-7
PP 431-0 431-0 431-0 430-0
S1 424-0 424-0 426-6 422-1
S2 420-2 420-2 425-6
S3 409-4 413-2 424-6
S4 398-6 402-4 421-7
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
5 471-4 427-2 44-2 10.3% 10-6 2.5% 1% False True 62,075
10 473-0 427-2 45-6 10.7% 10-2 2.4% 1% False True 57,640
20 473-0 427-2 45-6 10.7% 9-3 2.2% 1% False True 51,795
40 473-0 390-4 82-4 19.3% 9-0 2.1% 45% False False 47,069
60 473-0 390-4 82-4 19.3% 8-5 2.0% 45% False False 39,491
80 473-0 375-4 97-4 22.8% 8-4 2.0% 54% False False 34,876
100 473-0 375-4 97-4 22.8% 8-4 2.0% 54% False False 30,925
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 483-6
2.618 466-1
1.618 455-3
1.000 448-6
0.618 444-5
HIGH 438-0
0.618 433-7
0.500 432-5
0.382 431-3
LOW 427-2
0.618 420-5
1.000 416-4
1.618 409-7
2.618 399-1
4.250 381-4
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 432-5 448-2
PP 431-0 441-3
S1 429-3 434-5

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

View Archives - Comment on this page... - Back to Index of Symbols