CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 417-4 396-0 -21-4 -5.1% 415-0
High 417-6 400-4 -17-2 -4.1% 428-2
Low 406-4 390-4 -16-0 -3.9% 406-4
Close 407-0 398-6 -8-2 -2.0% 407-0
Range 11-2 10-0 -1-2 -11.1% 21-6
ATR 9-4 10-0 0-4 5.3% 0-0
Volume 25,476 29,955 4,479 17.6% 123,259
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 426-5 422-5 404-2
R3 416-5 412-5 401-4
R2 406-5 406-5 400-5
R1 402-5 402-5 399-5 404-5
PP 396-5 396-5 396-5 397-4
S1 392-5 392-5 397-7 394-5
S2 386-5 386-5 396-7
S3 376-5 382-5 396-0
S4 366-5 372-5 393-2
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 479-1 464-7 419-0
R3 457-3 443-1 413-0
R2 435-5 435-5 411-0
R1 421-3 421-3 409-0 417-5
PP 413-7 413-7 413-7 412-0
S1 399-5 399-5 405-0 395-7
S2 392-1 392-1 403-0
S3 370-3 377-7 401-0
S4 348-5 356-1 395-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 428-2 390-4 37-6 9.5% 8-4 2.1% 22% False True 25,401
10 437-0 390-4 46-4 11.7% 8-4 2.1% 18% False True 24,021
20 437-4 390-4 47-0 11.8% 8-0 2.0% 18% False True 23,944
40 437-4 375-4 62-0 15.5% 8-0 2.0% 38% False False 22,922
60 445-4 375-4 70-0 17.6% 8-1 2.0% 33% False False 20,363
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 443-0
2.618 426-5
1.618 416-5
1.000 410-4
0.618 406-5
HIGH 400-4
0.618 396-5
0.500 395-4
0.382 394-3
LOW 390-4
0.618 384-3
1.000 380-4
1.618 374-3
2.618 364-3
4.250 348-0
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 397-5 404-1
PP 396-5 402-3
S1 395-4 400-4

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

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