CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 437-0 440-0 3-0 0.7% 419-2
High 438-4 440-4 2-0 0.5% 429-4
Low 436-0 431-0 -5-0 -1.1% 407-0
Close 436-2 435-4 -0-6 -0.2% 429-4
Range 2-4 9-4 7-0 280.0% 22-4
ATR 8-5 8-6 0-0 0.7% 0-0
Volume 12,439 57,101 44,662 359.0% 109,956
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 464-1 459-3 440-6
R3 454-5 449-7 438-1
R2 445-1 445-1 437-2
R1 440-3 440-3 436-3 438-0
PP 435-5 435-5 435-5 434-4
S1 430-7 430-7 434-5 428-4
S2 426-1 426-1 433-6
S3 416-5 421-3 432-7
S4 407-1 411-7 430-2
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
5 440-4 417-4 23-0 5.3% 6-2 1.4% 78% True False 28,538
10 440-4 407-0 33-4 7.7% 7-4 1.7% 85% True False 24,184
20 440-4 380-2 60-2 13.8% 7-2 1.7% 92% True False 18,860
40 440-4 380-2 60-2 13.8% 6-1 1.4% 92% True False 13,989
60 440-4 363-4 77-0 17.7% 6-0 1.4% 94% True False 11,853
80 440-4 363-4 77-0 17.7% 5-6 1.3% 94% True False 9,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 480-7
2.618 465-3
1.618 455-7
1.000 450-0
0.618 446-3
HIGH 440-4
0.618 436-7
0.500 435-6
0.382 434-5
LOW 431-0
0.618 425-1
1.000 421-4
1.618 415-5
2.618 406-1
4.250 390-5
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 435-6 434-6
PP 435-5 434-0
S1 435-5 433-2

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

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