CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 414-0 419-2 5-2 1.3% 386-0
High 422-4 421-2 -1-2 -0.3% 422-4
Low 413-2 410-2 -3-0 -0.7% 386-0
Close 422-4 414-4 -8-0 -1.9% 422-4
Range 9-2 11-0 1-6 18.9% 36-4
ATR 8-7 9-1 0-2 2.7% 0-0
Volume 23,868 11,800 -12,068 -50.6% 79,028
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 448-3 442-3 420-4
R3 437-3 431-3 417-4
R2 426-3 426-3 416-4
R1 420-3 420-3 415-4 417-7
PP 415-3 415-3 415-3 414-0
S1 409-3 409-3 413-4 406-7
S2 404-3 404-3 412-4
S3 393-3 398-3 411-4
S4 382-3 387-3 408-4
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 519-7 507-5 442-5
R3 483-3 471-1 432-4
R2 446-7 446-7 429-2
R1 434-5 434-5 425-7 440-6
PP 410-3 410-3 410-3 413-3
S1 398-1 398-1 419-1 404-2
S2 373-7 373-7 415-6
S3 337-3 361-5 412-4
S4 300-7 325-1 402-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 422-4 389-0 33-4 8.1% 9-6 2.3% 76% False False 15,806
10 422-4 386-0 36-4 8.8% 8-0 1.9% 78% False False 16,146
20 424-4 380-2 44-2 10.7% 6-5 1.6% 77% False False 13,816
40 425-6 380-2 45-4 11.0% 6-1 1.5% 75% False False 11,000
60 425-6 363-4 62-2 15.0% 5-6 1.4% 82% False False 9,343
80 447-0 363-4 83-4 20.1% 5-6 1.4% 61% False False 7,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 468-0
2.618 450-0
1.618 439-0
1.000 432-2
0.618 428-0
HIGH 421-2
0.618 417-0
0.500 415-6
0.382 414-4
LOW 410-2
0.618 403-4
1.000 399-2
1.618 392-4
2.618 381-4
4.250 363-4
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 415-6 414-6
PP 415-3 414-5
S1 414-7 414-5

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

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