CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 405-0 409-0 4-0 1.0% 437-4
High 409-6 411-0 1-2 0.3% 438-0
Low 401-0 401-4 0-4 0.1% 418-4
Close 409-0 407-2 -1-6 -0.4% 419-4
Range 8-6 9-4 0-6 8.6% 19-4
ATR 11-4 11-3 -0-1 -1.3% 0-0
Volume 108,933 105,379 -3,554 -3.3% 379,498
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 435-1 430-5 412-4
R3 425-5 421-1 409-7
R2 416-1 416-1 409-0
R1 411-5 411-5 408-1 409-1
PP 406-5 406-5 406-5 405-2
S1 402-1 402-1 406-3 399-5
S2 397-1 397-1 405-4
S3 387-5 392-5 404-5
S4 378-1 383-1 402-0
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
5 428-0 400-4 27-4 6.8% 8-2 2.0% 25% False False 86,668
10 469-2 400-4 68-6 16.9% 9-3 2.3% 10% False False 79,679
20 473-0 400-4 72-4 17.8% 9-1 2.2% 9% False False 65,764
40 473-0 400-4 72-4 17.8% 9-1 2.2% 9% False False 56,228
60 473-0 390-4 82-4 20.3% 9-0 2.2% 20% False False 46,799
80 473-0 378-2 94-6 23.3% 8-3 2.1% 31% False False 40,780
100 473-0 375-4 97-4 23.9% 8-4 2.1% 33% False False 35,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 451-3
2.618 435-7
1.618 426-3
1.000 420-4
0.618 416-7
HIGH 411-0
0.618 407-3
0.500 406-2
0.382 405-1
LOW 401-4
0.618 395-5
1.000 392-0
1.618 386-1
2.618 376-5
4.250 361-1
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 406-7 406-6
PP 406-5 406-2
S1 406-2 405-6

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

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