CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 444-0 452-0 8-0 1.8% 439-4
High 446-4 455-4 9-0 2.0% 446-4
Low 441-4 450-0 8-4 1.9% 432-4
Close 446-2 455-6 9-4 2.1% 446-2
Range 5-0 5-4 0-4 10.0% 14-0
ATR 9-0 9-0 0-0 0.2% 0-0
Volume 55,952 21,224 -34,728 -62.1% 152,931
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 470-2 468-4 458-6
R3 464-6 463-0 457-2
R2 459-2 459-2 456-6
R1 457-4 457-4 456-2 458-3
PP 453-6 453-6 453-6 454-2
S1 452-0 452-0 455-2 452-7
S2 448-2 448-2 454-6
S3 442-6 446-4 454-2
S4 437-2 441-0 452-6
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 483-6 479-0 454-0
R3 469-6 465-0 450-1
R2 455-6 455-6 448-7
R1 451-0 451-0 447-4 453-3
PP 441-6 441-6 441-6 443-0
S1 437-0 437-0 445-0 439-3
S2 427-6 427-6 443-5
S3 413-6 423-0 442-3
S4 399-6 409-0 438-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 455-4 432-4 23-0 5.0% 7-5 1.7% 101% True False 34,831
10 455-4 421-0 34-4 7.6% 8-3 1.8% 101% True False 25,718
20 455-4 407-0 48-4 10.6% 7-7 1.7% 101% True False 25,064
40 455-4 380-2 75-2 16.5% 7-0 1.5% 100% True False 19,454
60 455-4 378-0 77-4 17.0% 6-5 1.4% 100% True False 15,599
80 455-4 363-4 92-0 20.2% 6-1 1.4% 100% True False 13,193
100 455-4 363-4 92-0 20.2% 6-1 1.3% 100% True False 11,245
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 478-7
2.618 469-7
1.618 464-3
1.000 461-0
0.618 458-7
HIGH 455-4
0.618 453-3
0.500 452-6
0.382 452-1
LOW 450-0
0.618 446-5
1.000 444-4
1.618 441-1
2.618 435-5
4.250 426-5
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 454-6 452-0
PP 453-6 448-2
S1 452-6 444-4

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

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