CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 380-2 391-0 10-6 2.8% 402-4
High 387-6 396-6 9-0 2.3% 415-2
Low 380-2 391-0 10-6 2.8% 395-4
Close 387-6 392-4 4-6 1.2% 395-2
Range 7-4 5-6 -1-6 -23.3% 19-6
ATR 8-2 8-3 0-0 0.6% 0-0
Volume 8,921 26,672 17,751 199.0% 68,008
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 410-5 407-3 395-5
R3 404-7 401-5 394-1
R2 399-1 399-1 393-4
R1 395-7 395-7 393-0 397-4
PP 393-3 393-3 393-3 394-2
S1 390-1 390-1 392-0 391-6
S2 387-5 387-5 391-4
S3 381-7 384-3 390-7
S4 376-1 378-5 389-3
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 461-2 448-0 406-1
R3 441-4 428-2 400-5
R2 421-6 421-6 398-7
R1 408-4 408-4 397-0 405-2
PP 402-0 402-0 402-0 400-3
S1 388-6 388-6 393-4 385-4
S2 382-2 382-2 391-5
S3 362-4 369-0 389-7
S4 342-6 349-2 384-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 411-6 380-2 31-4 8.0% 7-2 1.8% 39% False False 15,785
10 422-4 380-2 42-2 10.8% 5-4 1.4% 29% False False 13,470
20 425-6 380-2 45-4 11.6% 5-2 1.4% 27% False False 10,643
40 425-6 363-4 62-2 15.9% 5-5 1.4% 47% False False 8,989
60 430-2 363-4 66-6 17.0% 5-2 1.3% 43% False False 7,512
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 0-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 421-2
2.618 411-6
1.618 406-0
1.000 402-4
0.618 400-2
HIGH 396-6
0.618 394-4
0.500 393-7
0.382 393-2
LOW 391-0
0.618 387-4
1.000 385-2
1.618 381-6
2.618 376-0
4.250 366-4
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 393-7 392-7
PP 393-3 392-6
S1 393-0 392-5

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

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