CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 370-0 378-0 8-0 2.2% 384-4
High 378-4 378-0 -0-4 -0.1% 397-4
Low 370-0 370-4 0-4 0.1% 376-2
Close 374-0 373-4 -0-4 -0.1% 376-2
Range 8-4 7-4 -1-0 -11.8% 21-2
ATR 10-2 10-0 -0-2 -1.9% 0-0
Volume 112,679 91,117 -21,562 -19.1% 545,770
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 396-4 392-4 377-5
R3 389-0 385-0 375-4
R2 381-4 381-4 374-7
R1 377-4 377-4 374-2 375-6
PP 374-0 374-0 374-0 373-1
S1 370-0 370-0 372-6 368-2
S2 366-4 366-4 372-1
S3 359-0 362-4 371-4
S4 351-4 355-0 369-3
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 447-1 432-7 388-0
R3 425-7 411-5 382-1
R2 404-5 404-5 380-1
R1 390-3 390-3 378-2 386-7
PP 383-3 383-3 383-3 381-4
S1 369-1 369-1 374-2 365-5
S2 362-1 362-1 372-3
S3 340-7 347-7 370-3
S4 319-5 326-5 364-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 387-0 360-4 26-4 7.1% 8-5 2.3% 49% False False 91,041
10 404-6 360-4 44-2 11.8% 9-2 2.5% 29% False False 106,763
20 407-2 360-4 46-6 12.5% 8-5 2.3% 28% False False 99,908
40 407-2 344-6 62-4 16.7% 8-7 2.4% 46% False False 101,853
60 407-2 344-6 62-4 16.7% 8-6 2.3% 46% False False 85,065
80 438-0 344-6 93-2 25.0% 9-6 2.6% 31% False False 67,640
100 438-0 316-0 122-0 32.7% 10-2 2.7% 47% False False 57,898
120 450-0 316-0 134-0 35.9% 10-2 2.7% 43% False False 49,972
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 0-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 409-7
2.618 397-5
1.618 390-1
1.000 385-4
0.618 382-5
HIGH 378-0
0.618 375-1
0.500 374-2
0.382 373-3
LOW 370-4
0.618 365-7
1.000 363-0
1.618 358-3
2.618 350-7
4.250 338-5
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 374-2 372-1
PP 374-0 370-7
S1 373-6 369-4

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

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