CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 433-0 439-0 6-0 1.4% 426-0
High 438-0 443-4 5-4 1.3% 440-4
Low 432-0 433-0 1-0 0.2% 425-2
Close 435-2 435-4 0-2 0.1% 426-6
Range 6-0 10-4 4-4 75.0% 15-2
ATR 9-0 9-1 0-1 1.2% 0-0
Volume 22,690 19,424 -3,266 -14.4% 134,143
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 468-7 462-5 441-2
R3 458-3 452-1 438-3
R2 447-7 447-7 437-3
R1 441-5 441-5 436-4 439-4
PP 437-3 437-3 437-3 436-2
S1 431-1 431-1 434-4 429-0
S2 426-7 426-7 433-5
S3 416-3 420-5 432-5
S4 405-7 410-1 429-6
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 476-5 466-7 435-1
R3 461-3 451-5 431-0
R2 446-1 446-1 429-4
R1 436-3 436-3 428-1 441-2
PP 430-7 430-7 430-7 433-2
S1 421-1 421-1 425-3 426-0
S2 415-5 415-5 424-0
S3 400-3 405-7 422-4
S4 385-1 390-5 418-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 443-4 421-0 22-4 5.2% 9-4 2.2% 64% True False 22,033
10 443-4 417-4 26-0 6.0% 7-7 1.8% 69% True False 25,286
20 443-4 386-0 57-4 13.2% 8-0 1.8% 86% True False 20,736
40 443-4 380-2 63-2 14.5% 6-6 1.6% 87% True False 15,935
60 443-4 363-4 80-0 18.4% 6-3 1.5% 90% True False 13,088
80 443-4 363-4 80-0 18.4% 6-0 1.4% 90% True False 10,975
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 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 488-1
2.618 471-0
1.618 460-4
1.000 454-0
0.618 450-0
HIGH 443-4
0.618 439-4
0.500 438-2
0.382 437-0
LOW 433-0
0.618 426-4
1.000 422-4
1.618 416-0
2.618 405-4
4.250 388-3
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 438-2 434-3
PP 437-3 433-3
S1 436-3 432-2

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

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