CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 419-2 415-4 -3-6 -0.9% 386-0
High 421-2 416-0 -5-2 -1.2% 422-4
Low 410-2 407-0 -3-2 -0.8% 386-0
Close 414-4 414-2 -0-2 -0.1% 422-4
Range 11-0 9-0 -2-0 -18.2% 36-4
ATR 9-1 9-1 0-0 -0.1% 0-0
Volume 11,800 14,451 2,651 22.5% 79,028
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 439-3 435-7 419-2
R3 430-3 426-7 416-6
R2 421-3 421-3 415-7
R1 417-7 417-7 415-1 415-1
PP 412-3 412-3 412-3 411-0
S1 408-7 408-7 413-3 406-1
S2 403-3 403-3 412-5
S3 394-3 399-7 411-6
S4 385-3 390-7 409-2
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
5 422-4 397-4 25-0 6.0% 10-3 2.5% 67% False False 15,814
10 422-4 386-0 36-4 8.8% 8-2 2.0% 77% False False 14,924
20 422-4 380-2 42-2 10.2% 6-7 1.7% 80% False False 14,197
40 425-6 380-2 45-4 11.0% 6-2 1.5% 75% False False 10,996
60 425-6 363-4 62-2 15.0% 5-7 1.4% 82% False False 9,537
80 447-0 363-4 83-4 20.2% 5-6 1.4% 61% False False 8,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 454-2
2.618 439-4
1.618 430-4
1.000 425-0
0.618 421-4
HIGH 416-0
0.618 412-4
0.500 411-4
0.382 410-4
LOW 407-0
0.618 401-4
1.000 398-0
1.618 392-4
2.618 383-4
4.250 368-6
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 413-3 414-6
PP 412-3 414-5
S1 411-4 414-3

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

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