CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 404-2 402-4 -1-6 -0.4% 407-4
High 408-2 406-2 -2-0 -0.5% 411-0
Low 400-4 399-0 -1-4 -0.4% 399-0
Close 401-4 404-2 2-6 0.7% 404-2
Range 7-6 7-2 -0-4 -6.5% 12-0
ATR 11-1 10-7 -0-2 -2.5% 0-0
Volume 112,156 99,873 -12,283 -11.0% 504,567
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 424-7 421-7 408-2
R3 417-5 414-5 406-2
R2 410-3 410-3 405-5
R1 407-3 407-3 404-7 408-7
PP 403-1 403-1 403-1 404-0
S1 400-1 400-1 403-5 401-5
S2 395-7 395-7 402-7
S3 388-5 392-7 402-2
S4 381-3 385-5 400-2
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 440-6 434-4 410-7
R3 428-6 422-4 407-4
R2 416-6 416-6 406-4
R1 410-4 410-4 405-3 407-5
PP 404-6 404-6 404-6 403-2
S1 398-4 398-4 403-1 395-5
S2 392-6 392-6 402-0
S3 380-6 386-4 401-0
S4 368-6 374-4 397-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 411-0 399-0 12-0 3.0% 8-2 2.0% 44% False True 100,913
10 438-0 399-0 39-0 9.6% 8-4 2.1% 13% False True 88,406
20 473-0 399-0 74-0 18.3% 9-1 2.3% 7% False True 70,692
40 473-0 399-0 74-0 18.3% 8-7 2.2% 7% False True 60,042
60 473-0 390-4 82-4 20.4% 8-6 2.2% 17% False False 49,190
80 473-0 386-4 86-4 21.4% 8-4 2.1% 21% False False 42,993
100 473-0 375-4 97-4 24.1% 8-4 2.1% 29% False False 37,784
120 473-0 375-4 97-4 24.1% 8-6 2.2% 29% False False 33,793
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 437-0
2.618 425-2
1.618 418-0
1.000 413-4
0.618 410-6
HIGH 406-2
0.618 403-4
0.500 402-5
0.382 401-6
LOW 399-0
0.618 394-4
1.000 391-6
1.618 387-2
2.618 380-0
4.250 368-2
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 403-6 405-0
PP 403-1 404-6
S1 402-5 404-4

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

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