CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 386-0 389-0 3-0 0.8% 380-2
High 392-0 394-6 2-6 0.7% 403-0
Low 386-0 389-0 3-0 0.8% 380-2
Close 390-0 392-6 2-6 0.7% 395-2
Range 6-0 5-6 -0-2 -4.2% 22-6
ATR 8-2 8-0 -0-1 -2.1% 0-0
Volume 11,797 14,411 2,614 22.2% 79,557
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 409-3 406-7 395-7
R3 403-5 401-1 394-3
R2 397-7 397-7 393-6
R1 395-3 395-3 393-2 396-5
PP 392-1 392-1 392-1 392-6
S1 389-5 389-5 392-2 390-7
S2 386-3 386-3 391-6
S3 380-5 383-7 391-1
S4 374-7 378-1 389-5
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 4.3% 6-2 1.6% 40% False False 14,034
10 411-6 380-2 31-4 8.0% 6-6 1.7% 40% False False 14,909
20 425-6 380-2 45-4 11.6% 6-2 1.6% 27% False False 12,578
40 425-6 367-0 58-6 15.0% 5-4 1.4% 44% False False 10,211
60 425-6 363-4 62-2 15.8% 5-3 1.4% 47% False False 8,504
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 3 trading days
Fibonacci Retracements and Extensions
4.250 419-2
2.618 409-6
1.618 404-0
1.000 400-4
0.618 398-2
HIGH 394-6
0.618 392-4
0.500 391-7
0.382 391-2
LOW 389-0
0.618 385-4
1.000 383-2
1.618 379-6
2.618 374-0
4.250 364-4
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 392-4 394-4
PP 392-1 393-7
S1 391-7 393-3

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

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