CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 400-6 386-0 -14-6 -3.7% 380-2
High 403-0 392-0 -11-0 -2.7% 403-0
Low 394-2 386-0 -8-2 -2.1% 380-2
Close 395-2 390-0 -5-2 -1.3% 395-2
Range 8-6 6-0 -2-6 -31.4% 22-6
ATR 8-1 8-2 0-1 1.0% 0-0
Volume 15,673 11,797 -3,876 -24.7% 79,557
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 407-3 404-5 393-2
R3 401-3 398-5 391-5
R2 395-3 395-3 391-1
R1 392-5 392-5 390-4 394-0
PP 389-3 389-3 389-3 390-0
S1 386-5 386-5 389-4 388-0
S2 383-3 383-3 388-7
S3 377-3 380-5 388-3
S4 371-3 374-5 386-6
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 461-1 450-7 407-6
R3 438-3 428-1 401-4
R2 415-5 415-5 399-3
R1 405-3 405-3 397-3 410-4
PP 392-7 392-7 392-7 395-3
S1 382-5 382-5 393-1 387-6
S2 370-1 370-1 391-1
S3 347-3 359-7 389-0
S4 324-5 337-1 382-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 403-0 386-0 17-0 4.4% 6-2 1.6% 24% False True 16,486
10 415-2 380-2 35-0 9.0% 6-5 1.7% 28% False False 14,154
20 425-6 380-2 45-4 11.7% 6-1 1.6% 21% False False 12,066
40 425-6 363-4 62-2 16.0% 5-4 1.4% 43% False False 9,961
60 425-6 363-4 62-2 16.0% 5-3 1.4% 43% False False 8,290
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 0-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 417-4
2.618 407-6
1.618 401-6
1.000 398-0
0.618 395-6
HIGH 392-0
0.618 389-6
0.500 389-0
0.382 388-2
LOW 386-0
0.618 382-2
1.000 380-0
1.618 376-2
2.618 370-2
4.250 360-4
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 389-5 394-4
PP 389-3 393-0
S1 389-0 391-4

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

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