CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 439-2 437-2 -2-0 -0.5% 449-4
High 439-2 439-0 -0-2 -0.1% 449-6
Low 435-0 431-0 -4-0 -0.9% 431-0
Close 435-2 431-0 -4-2 -1.0% 431-0
Range 4-2 8-0 3-6 88.2% 18-6
ATR 9-5 9-4 -0-1 -1.2% 0-0
Volume 4,507 4,358 -149 -3.3% 32,333
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 457-5 452-3 435-3
R3 449-5 444-3 433-2
R2 441-5 441-5 432-4
R1 436-3 436-3 431-6 435-0
PP 433-5 433-5 433-5 433-0
S1 428-3 428-3 430-2 427-0
S2 425-5 425-5 429-4
S3 417-5 420-3 428-6
S4 409-5 412-3 426-5
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 493-4 481-0 441-2
R3 474-6 462-2 436-1
R2 456-0 456-0 434-4
R1 443-4 443-4 432-6 440-3
PP 437-2 437-2 437-2 435-6
S1 424-6 424-6 429-2 421-5
S2 418-4 418-4 427-4
S3 399-6 406-0 425-7
S4 381-0 387-2 420-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 449-6 431-0 18-6 4.4% 7-0 1.6% 0% False True 6,466
10 480-0 431-0 49-0 11.4% 7-3 1.7% 0% False True 5,906
20 483-4 431-0 52-4 12.2% 7-4 1.7% 0% False True 5,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 473-0
2.618 460-0
1.618 452-0
1.000 447-0
0.618 444-0
HIGH 439-0
0.618 436-0
0.500 435-0
0.382 434-0
LOW 431-0
0.618 426-0
1.000 423-0
1.618 418-0
2.618 410-0
4.250 397-0
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 435-0 435-6
PP 433-5 434-1
S1 432-3 432-5

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

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