CME Pit-Traded Corn Future May 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 409-4 412-0 2-4 0.6% 404-0
High 414-2 414-0 -0-2 -0.1% 414-2
Low 409-4 411-0 1-4 0.4% 391-0
Close 414-0 413-4 -0-4 -0.1% 414-0
Range 4-6 3-0 -1-6 -36.8% 23-2
ATR 10-1 9-5 -0-4 -5.0% 0-0
Volume 4,562 2,725 -1,837 -40.3% 47,504
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 421-7 420-5 415-1
R3 418-7 417-5 414-3
R2 415-7 415-7 414-0
R1 414-5 414-5 413-6 415-2
PP 412-7 412-7 412-7 413-1
S1 411-5 411-5 413-2 412-2
S2 409-7 409-7 413-0
S3 406-7 408-5 412-5
S4 403-7 405-5 411-7
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 476-1 468-3 426-6
R3 452-7 445-1 420-3
R2 429-5 429-5 418-2
R1 421-7 421-7 416-1 425-6
PP 406-3 406-3 406-3 408-3
S1 398-5 398-5 411-7 402-4
S2 383-1 383-1 409-6
S3 359-7 375-3 407-5
S4 336-5 352-1 401-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 414-2 391-0 23-2 5.6% 6-4 1.6% 97% False False 7,038
10 414-2 371-0 43-2 10.5% 8-5 2.1% 98% False False 30,070
20 414-2 360-4 53-6 13.0% 8-5 2.1% 99% False False 59,651
40 414-2 360-4 53-6 13.0% 8-3 2.0% 99% False False 78,425
60 414-2 344-6 69-4 16.8% 8-5 2.1% 99% False False 85,231
80 414-2 344-6 69-4 16.8% 9-1 2.2% 99% False False 71,729
100 438-0 344-6 93-2 22.6% 9-6 2.4% 74% False False 60,305
120 438-0 316-0 122-0 29.5% 10-0 2.4% 80% False False 53,090
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 426-6
2.618 421-7
1.618 418-7
1.000 417-0
0.618 415-7
HIGH 414-0
0.618 412-7
0.500 412-4
0.382 412-1
LOW 411-0
0.618 409-1
1.000 408-0
1.618 406-1
2.618 403-1
4.250 398-2
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 413-1 411-5
PP 412-7 409-6
S1 412-4 407-7

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

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