CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 375-0 370-4 -4-4 -1.2% 407-4
High 375-0 373-4 -1-4 -0.4% 411-0
Low 367-2 362-0 -5-2 -1.4% 399-0
Close 367-2 369-2 2-0 0.5% 404-2
Range 7-6 11-4 3-6 48.4% 12-0
ATR 12-0 12-0 0-0 -0.3% 0-0
Volume 101,128 80,556 -20,572 -20.3% 504,567
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 402-6 397-4 375-5
R3 391-2 386-0 372-3
R2 379-6 379-6 371-3
R1 374-4 374-4 370-2 371-3
PP 368-2 368-2 368-2 366-6
S1 363-0 363-0 368-2 359-7
S2 356-6 356-6 367-1
S3 345-2 351-4 366-1
S4 333-6 340-0 362-7
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
5 408-2 362-0 46-2 12.5% 8-2 2.2% 16% False True 97,295
10 428-0 362-0 66-0 17.9% 8-2 2.2% 11% False True 91,981
20 471-4 362-0 109-4 29.7% 9-0 2.4% 7% False True 77,800
40 473-0 362-0 111-0 30.1% 8-6 2.4% 7% False True 63,840
60 473-0 362-0 111-0 30.1% 8-7 2.4% 7% False True 52,510
80 473-0 362-0 111-0 30.1% 8-5 2.3% 7% False True 45,791
100 473-0 362-0 111-0 30.1% 8-3 2.3% 7% False True 39,840
120 473-0 362-0 111-0 30.1% 8-6 2.4% 7% False True 35,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 422-3
2.618 403-5
1.618 392-1
1.000 385-0
0.618 380-5
HIGH 373-4
0.618 369-1
0.500 367-6
0.382 366-3
LOW 362-0
0.618 354-7
1.000 350-4
1.618 343-3
2.618 331-7
4.250 313-1
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 368-6 382-4
PP 368-2 378-1
S1 367-6 373-5

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

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