CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 426-0 437-0 11-0 2.6% 419-2
High 430-0 438-4 8-4 2.0% 429-4
Low 426-0 436-0 10-0 2.3% 407-0
Close 429-4 436-2 6-6 1.6% 429-4
Range 4-0 2-4 -1-4 -37.5% 22-4
ATR 8-5 8-5 0-0 0.3% 0-0
Volume 16,830 12,439 -4,391 -26.1% 109,956
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 444-3 442-7 437-5
R3 441-7 440-3 437-0
R2 439-3 439-3 436-6
R1 437-7 437-7 436-4 437-3
PP 436-7 436-7 436-7 436-6
S1 435-3 435-3 436-0 434-7
S2 434-3 434-3 435-6
S3 431-7 432-7 435-4
S4 429-3 430-3 434-7
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 489-4 482-0 441-7
R3 467-0 459-4 435-6
R2 444-4 444-4 433-5
R1 437-0 437-0 431-4 440-6
PP 422-0 422-0 422-0 423-7
S1 414-4 414-4 427-4 418-2
S2 399-4 399-4 425-3
S3 377-0 392-0 423-2
S4 354-4 369-4 417-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 438-4 412-4 26-0 6.0% 5-2 1.2% 91% True False 22,594
10 438-4 397-4 41-0 9.4% 7-6 1.8% 95% True False 19,204
20 438-4 380-2 58-2 13.4% 7-2 1.7% 96% True False 17,057
40 438-4 380-2 58-2 13.4% 5-7 1.3% 96% True False 12,735
60 438-4 363-4 75-0 17.2% 6-0 1.4% 97% True False 10,929
80 438-4 363-4 75-0 17.2% 5-6 1.3% 97% True False 9,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-1
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 449-1
2.618 445-0
1.618 442-4
1.000 441-0
0.618 440-0
HIGH 438-4
0.618 437-4
0.500 437-2
0.382 437-0
LOW 436-0
0.618 434-4
1.000 433-4
1.618 432-0
2.618 429-4
4.250 425-3
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 437-2 434-5
PP 436-7 433-1
S1 436-5 431-4

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

View Archives - Comment on this page... - Back to Index of Symbols