CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 400-4 402-0 1-4 0.4% 381-0
High 405-0 406-4 1-4 0.4% 407-2
Low 397-6 401-0 3-2 0.8% 379-6
Close 404-4 405-4 1-0 0.2% 404-4
Range 7-2 5-4 -1-6 -24.1% 27-4
ATR 10-3 10-0 -0-3 -3.4% 0-0
Volume 123,631 75,048 -48,583 -39.3% 581,217
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 420-7 418-5 408-4
R3 415-3 413-1 407-0
R2 409-7 409-7 406-4
R1 407-5 407-5 406-0 408-6
PP 404-3 404-3 404-3 404-7
S1 402-1 402-1 405-0 403-2
S2 398-7 398-7 404-4
S3 393-3 396-5 404-0
S4 387-7 391-1 402-4
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 479-5 469-5 419-5
R3 452-1 442-1 412-0
R2 424-5 424-5 409-4
R1 414-5 414-5 407-0 419-5
PP 397-1 397-1 397-1 399-6
S1 387-1 387-1 402-0 392-1
S2 369-5 369-5 399-4
S3 342-1 359-5 397-0
S4 314-5 332-1 389-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 407-2 381-4 25-6 6.4% 10-6 2.6% 93% False False 120,421
10 407-2 379-6 27-4 6.8% 7-7 1.9% 94% False False 94,961
20 407-2 362-0 45-2 11.2% 8-5 2.1% 96% False False 97,944
40 407-2 344-6 62-4 15.4% 8-4 2.1% 97% False False 92,420
60 428-0 344-6 83-2 20.5% 9-3 2.3% 73% False False 69,585
80 438-0 344-2 93-6 23.1% 10-4 2.6% 65% False False 55,812
100 438-0 316-0 122-0 30.1% 10-2 2.5% 73% False False 47,809
120 450-4 316-0 134-4 33.2% 10-6 2.6% 67% False False 41,107
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 429-7
2.618 420-7
1.618 415-3
1.000 412-0
0.618 409-7
HIGH 406-4
0.618 404-3
0.500 403-6
0.382 403-1
LOW 401-0
0.618 397-5
1.000 395-4
1.618 392-1
2.618 386-5
4.250 377-5
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 404-7 404-4
PP 404-3 403-4
S1 403-6 402-4

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

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