CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 431-4 424-0 -7-4 -1.7% 463-0
High 432-4 429-6 -2-6 -0.6% 471-4
Low 424-2 419-2 -5-0 -1.2% 443-2
Close 425-2 428-6 3-4 0.8% 447-6
Range 8-2 10-4 2-2 27.3% 28-2
ATR 11-7 11-6 -0-1 -0.8% 0-0
Volume 78,586 80,976 2,390 3.0% 276,559
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 457-3 453-5 434-4
R3 446-7 443-1 431-5
R2 436-3 436-3 430-5
R1 432-5 432-5 429-6 434-4
PP 425-7 425-7 425-7 426-7
S1 422-1 422-1 427-6 424-0
S2 415-3 415-3 426-7
S3 404-7 411-5 425-7
S4 394-3 401-1 423-0
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
5 469-2 419-2 50-0 11.7% 10-4 2.4% 19% False True 72,691
10 471-4 419-2 52-2 12.2% 9-6 2.3% 18% False True 63,619
20 473-0 419-2 53-6 12.5% 9-3 2.2% 18% False True 55,046
40 473-0 396-0 77-0 18.0% 9-0 2.1% 43% False False 49,289
60 473-0 390-4 82-4 19.2% 8-6 2.0% 46% False False 41,285
80 473-0 375-4 97-4 22.7% 8-4 2.0% 55% False False 36,407
100 473-0 375-4 97-4 22.7% 8-4 2.0% 55% False False 32,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 474-3
2.618 457-2
1.618 446-6
1.000 440-2
0.618 436-2
HIGH 429-6
0.618 425-6
0.500 424-4
0.382 423-2
LOW 419-2
0.618 412-6
1.000 408-6
1.618 402-2
2.618 391-6
4.250 374-5
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 427-3 428-6
PP 425-7 428-5
S1 424-4 428-5

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

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