CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 439-0 430-0 -9-0 -2.1% 426-0
High 443-4 436-4 -7-0 -1.6% 440-4
Low 433-0 428-0 -5-0 -1.2% 425-2
Close 435-4 433-6 -1-6 -0.4% 426-6
Range 10-4 8-4 -2-0 -19.0% 15-2
ATR 9-1 9-0 0-0 -0.5% 0-0
Volume 19,424 13,143 -6,281 -32.3% 134,143
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 458-2 454-4 438-3
R3 449-6 446-0 436-1
R2 441-2 441-2 435-2
R1 437-4 437-4 434-4 439-3
PP 432-6 432-6 432-6 433-6
S1 429-0 429-0 433-0 430-7
S2 424-2 424-2 432-2
S3 415-6 420-4 431-3
S4 407-2 412-0 429-1
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% 10-4 2.4% 57% False False 16,800
10 443-4 421-0 22-4 5.2% 7-6 1.8% 57% False False 24,439
20 443-4 386-0 57-4 13.3% 8-2 1.9% 83% False False 20,716
40 443-4 380-2 63-2 14.6% 6-7 1.6% 85% False False 16,098
60 443-4 363-4 80-0 18.4% 6-2 1.4% 88% False False 13,212
80 443-4 363-4 80-0 18.4% 6-0 1.4% 88% False False 11,125
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 472-5
2.618 458-6
1.618 450-2
1.000 445-0
0.618 441-6
HIGH 436-4
0.618 433-2
0.500 432-2
0.382 431-2
LOW 428-0
0.618 422-6
1.000 419-4
1.618 414-2
2.618 405-6
4.250 391-7
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 433-2 435-6
PP 432-6 435-1
S1 432-2 434-3

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

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