CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 409-0 404-2 -4-6 -1.2% 437-4
High 411-0 408-2 -2-6 -0.7% 438-0
Low 401-4 400-4 -1-0 -0.2% 418-4
Close 407-2 401-4 -5-6 -1.4% 419-4
Range 9-4 7-6 -1-6 -18.4% 19-4
ATR 11-3 11-1 -0-2 -2.3% 0-0
Volume 105,379 112,156 6,777 6.4% 379,498
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 426-5 421-7 405-6
R3 418-7 414-1 403-5
R2 411-1 411-1 402-7
R1 406-3 406-3 402-2 404-7
PP 403-3 403-3 403-3 402-6
S1 398-5 398-5 400-6 397-1
S2 395-5 395-5 400-1
S3 387-7 390-7 399-3
S4 380-1 383-1 397-2
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
5 427-6 400-4 27-2 6.8% 8-5 2.2% 4% False True 95,029
10 458-6 400-4 58-2 14.5% 9-3 2.3% 2% False True 84,566
20 473-0 400-4 72-4 18.1% 9-0 2.2% 1% False True 68,809
40 473-0 400-4 72-4 18.1% 9-0 2.2% 1% False True 58,509
60 473-0 390-4 82-4 20.5% 8-6 2.2% 13% False False 48,215
80 473-0 386-4 86-4 21.5% 8-4 2.1% 17% False False 41,939
100 473-0 375-4 97-4 24.3% 8-4 2.1% 27% False False 36,898
120 473-0 375-4 97-4 24.3% 8-6 2.2% 27% False False 32,997
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 441-2
2.618 428-4
1.618 420-6
1.000 416-0
0.618 413-0
HIGH 408-2
0.618 405-2
0.500 404-3
0.382 403-4
LOW 400-4
0.618 395-6
1.000 392-6
1.618 388-0
2.618 380-2
4.250 367-4
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 404-3 405-6
PP 403-3 404-3
S1 402-4 402-7

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

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