CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 370-4 361-0 -9-4 -2.6% 407-4
High 373-4 364-0 -9-4 -2.5% 411-0
Low 362-0 357-0 -5-0 -1.4% 399-0
Close 369-2 357-4 -11-6 -3.2% 404-2
Range 11-4 7-0 -4-4 -39.1% 12-0
ATR 12-0 12-0 0-0 0.1% 0-0
Volume 80,556 157,691 77,135 95.8% 504,567
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 380-4 376-0 361-3
R3 373-4 369-0 359-3
R2 366-4 366-4 358-6
R1 362-0 362-0 358-1 360-6
PP 359-4 359-4 359-4 358-7
S1 355-0 355-0 356-7 353-6
S2 352-4 352-4 356-2
S3 345-4 348-0 355-5
S4 338-4 341-0 353-5
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
5 406-2 357-0 49-2 13.8% 8-1 2.3% 1% False True 106,402
10 427-6 357-0 70-6 19.8% 8-3 2.3% 1% False True 100,715
20 471-4 357-0 114-4 32.0% 8-6 2.4% 0% False True 82,280
40 473-0 357-0 116-0 32.4% 8-6 2.5% 0% False True 66,846
60 473-0 357-0 116-0 32.4% 8-7 2.5% 0% False True 54,834
80 473-0 357-0 116-0 32.4% 8-5 2.4% 0% False True 47,566
100 473-0 357-0 116-0 32.4% 8-4 2.4% 0% False True 41,302
120 473-0 357-0 116-0 32.4% 8-6 2.4% 0% False True 37,060
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 393-6
2.618 382-3
1.618 375-3
1.000 371-0
0.618 368-3
HIGH 364-0
0.618 361-3
0.500 360-4
0.382 359-5
LOW 357-0
0.618 352-5
1.000 350-0
1.618 345-5
2.618 338-5
4.250 327-2
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 360-4 366-0
PP 359-4 363-1
S1 358-4 360-3

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

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