CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 376-6 381-0 4-2 1.1% 367-0
High 381-6 386-0 4-2 1.1% 386-0
Low 376-2 374-6 -1-4 -0.4% 360-4
Close 381-0 377-0 -4-0 -1.0% 377-0
Range 5-4 11-2 5-6 104.5% 25-4
ATR 9-7 10-0 0-1 1.0% 0-0
Volume 73,485 60,457 -13,028 -17.7% 423,362
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 413-0 406-2 383-2
R3 401-6 395-0 380-1
R2 390-4 390-4 379-0
R1 383-6 383-6 378-0 381-4
PP 379-2 379-2 379-2 378-1
S1 372-4 372-4 376-0 370-2
S2 368-0 368-0 375-0
S3 356-6 361-2 373-7
S4 345-4 350-0 370-6
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 451-0 439-4 391-0
R3 425-4 414-0 384-0
R2 400-0 400-0 381-5
R1 388-4 388-4 379-3 394-2
PP 374-4 374-4 374-4 377-3
S1 363-0 363-0 374-5 368-6
S2 349-0 349-0 372-3
S3 323-4 337-4 370-0
S4 298-0 312-0 363-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 386-0 360-4 25-4 6.8% 8-5 2.3% 65% True False 84,672
10 397-4 360-4 37-0 9.8% 8-3 2.2% 45% False False 96,913
20 407-2 360-4 46-6 12.4% 9-0 2.4% 35% False False 99,532
40 407-2 344-6 62-4 16.6% 8-4 2.2% 52% False False 99,491
60 407-2 344-6 62-4 16.6% 8-5 2.3% 52% False False 86,791
80 438-0 344-6 93-2 24.7% 9-4 2.5% 35% False False 69,143
100 438-0 316-0 122-0 32.4% 10-2 2.7% 50% False False 59,034
120 449-6 316-0 133-6 35.5% 10-1 2.7% 46% False False 50,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 433-6
2.618 415-4
1.618 404-2
1.000 397-2
0.618 393-0
HIGH 386-0
0.618 381-6
0.500 380-3
0.382 379-0
LOW 374-6
0.618 367-6
1.000 363-4
1.618 356-4
2.618 345-2
4.250 327-0
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 380-3 378-2
PP 379-2 377-7
S1 378-1 377-3

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

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