CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 402-4 375-0 -27-4 -6.8% 407-4
High 403-0 375-0 -28-0 -6.9% 411-0
Low 396-0 367-2 -28-6 -7.3% 399-0
Close 397-2 367-2 -30-0 -7.6% 404-2
Range 7-0 7-6 0-6 10.7% 12-0
ATR 10-5 12-0 1-3 13.0% 0-0
Volume 92,762 101,128 8,366 9.0% 504,567
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 393-1 387-7 371-4
R3 385-3 380-1 369-3
R2 377-5 377-5 368-5
R1 372-3 372-3 368-0 371-1
PP 369-7 369-7 369-7 369-2
S1 364-5 364-5 366-4 363-3
S2 362-1 362-1 365-7
S3 354-3 356-7 365-1
S4 346-5 349-1 363-0
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
5 411-0 367-2 43-6 11.9% 7-7 2.1% 0% False True 102,259
10 429-6 367-2 62-4 17.0% 8-1 2.2% 0% False True 92,023
20 471-4 367-2 104-2 28.4% 9-1 2.5% 0% False True 76,234
40 473-0 367-2 105-6 28.8% 8-5 2.4% 0% False True 62,741
60 473-0 367-2 105-6 28.8% 8-6 2.4% 0% False True 51,531
80 473-0 367-2 105-6 28.8% 8-4 2.3% 0% False True 45,000
100 473-0 367-2 105-6 28.8% 8-3 2.3% 0% False True 39,191
120 473-0 367-2 105-6 28.8% 8-6 2.4% 0% False True 35,225
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 2-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 408-0
2.618 395-2
1.618 387-4
1.000 382-6
0.618 379-6
HIGH 375-0
0.618 372-0
0.500 371-1
0.382 370-2
LOW 367-2
0.618 362-4
1.000 359-4
1.618 354-6
2.618 347-0
4.250 334-2
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 371-1 386-6
PP 369-7 380-2
S1 368-4 373-6

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

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