CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 425-0 407-4 -17-4 -4.1% 437-4
High 427-6 408-4 -19-2 -4.5% 438-0
Low 418-4 400-4 -18-0 -4.3% 418-4
Close 419-4 405-4 -14-0 -3.3% 419-4
Range 9-2 8-0 -1-2 -13.5% 19-4
ATR 11-1 11-6 0-4 5.0% 0-0
Volume 70,452 78,226 7,774 11.0% 379,498
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 428-7 425-1 409-7
R3 420-7 417-1 407-6
R2 412-7 412-7 407-0
R1 409-1 409-1 406-2 407-0
PP 404-7 404-7 404-7 403-6
S1 401-1 401-1 404-6 399-0
S2 396-7 396-7 404-0
S3 388-7 393-1 403-2
S4 380-7 385-1 401-1
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 483-7 471-1 430-2
R3 464-3 451-5 424-7
R2 444-7 444-7 423-1
R1 432-1 432-1 421-2 428-6
PP 425-3 425-3 425-3 423-5
S1 412-5 412-5 417-6 409-2
S2 405-7 405-7 415-7
S3 386-3 393-1 414-1
S4 366-7 373-5 408-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 432-4 400-4 32-0 7.9% 8-2 2.0% 16% False True 75,718
10 471-4 400-4 71-0 17.5% 9-4 2.3% 7% False True 68,896
20 473-0 400-4 72-4 17.9% 9-1 2.2% 7% False True 59,836
40 473-0 396-0 77-0 19.0% 9-0 2.2% 12% False False 52,640
60 473-0 390-4 82-4 20.3% 8-7 2.2% 18% False False 43,735
80 473-0 375-4 97-4 24.0% 8-3 2.1% 31% False False 38,467
100 473-0 375-4 97-4 24.0% 8-3 2.1% 31% False False 33,925
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 442-4
2.618 429-4
1.618 421-4
1.000 416-4
0.618 413-4
HIGH 408-4
0.618 405-4
0.500 404-4
0.382 403-4
LOW 400-4
0.618 395-4
1.000 392-4
1.618 387-4
2.618 379-4
4.250 366-4
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 405-1 414-2
PP 404-7 411-3
S1 404-4 408-3

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

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