CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 469-4 474-0 4-4 1.0% 475-4
High 481-4 480-0 -1-4 -0.3% 483-4
Low 469-4 474-0 4-4 1.0% 465-4
Close 481-6 478-2 -3-4 -0.7% 478-2
Range 12-0 6-0 -6-0 -50.0% 18-0
ATR 8-7 8-7 -0-1 -0.9% 0-0
Volume 8,248 3,228 -5,020 -60.9% 26,574
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 495-3 492-7 481-4
R3 489-3 486-7 479-7
R2 483-3 483-3 479-3
R1 480-7 480-7 478-6 482-1
PP 477-3 477-3 477-3 478-0
S1 474-7 474-7 477-6 476-1
S2 471-3 471-3 477-1
S3 465-3 468-7 476-5
S4 459-3 462-7 475-0
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 529-6 522-0 488-1
R3 511-6 504-0 483-2
R2 493-6 493-6 481-4
R1 486-0 486-0 479-7 489-7
PP 475-6 475-6 475-6 477-6
S1 468-0 468-0 476-5 471-7
S2 457-6 457-6 475-0
S3 439-6 450-0 473-2
S4 421-6 432-0 468-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 483-4 465-4 18-0 3.8% 9-0 1.9% 71% False False 5,314
10 483-4 456-0 27-4 5.8% 7-5 1.6% 81% False False 5,161
20 483-4 445-0 38-4 8.1% 7-0 1.5% 86% False False 6,000
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 505-4
2.618 495-6
1.618 489-6
1.000 486-0
0.618 483-6
HIGH 480-0
0.618 477-6
0.500 477-0
0.382 476-2
LOW 474-0
0.618 470-2
1.000 468-0
1.618 464-2
2.618 458-2
4.250 448-4
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 477-7 476-5
PP 477-3 475-1
S1 477-0 473-4

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

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