CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 452-0 452-4 0-4 0.1% 439-4
High 455-4 459-6 4-2 0.9% 446-4
Low 450-0 451-4 1-4 0.3% 432-4
Close 455-6 459-6 4-0 0.9% 446-2
Range 5-4 8-2 2-6 50.0% 14-0
ATR 9-0 9-0 0-0 -0.6% 0-0
Volume 21,224 22,008 784 3.7% 152,931
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 481-6 479-0 464-2
R3 473-4 470-6 462-0
R2 465-2 465-2 461-2
R1 462-4 462-4 460-4 463-7
PP 457-0 457-0 457-0 457-6
S1 454-2 454-2 459-0 455-5
S2 448-6 448-6 458-2
S3 440-4 446-0 457-4
S4 432-2 437-6 455-2
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
5 459-6 433-4 26-2 5.7% 7-2 1.6% 100% True False 34,483
10 459-6 428-0 31-6 6.9% 7-7 1.7% 100% True False 25,890
20 459-6 407-0 52-6 11.5% 7-6 1.7% 100% True False 25,574
40 459-6 380-2 79-4 17.3% 7-1 1.6% 100% True False 19,695
60 459-6 380-2 79-4 17.3% 6-5 1.5% 100% True False 15,858
80 459-6 363-4 96-2 20.9% 6-2 1.4% 100% True False 13,401
100 459-6 363-4 96-2 20.9% 6-1 1.3% 100% True False 11,441
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 2-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 494-6
2.618 481-3
1.618 473-1
1.000 468-0
0.618 464-7
HIGH 459-6
0.618 456-5
0.500 455-5
0.382 454-5
LOW 451-4
0.618 446-3
1.000 443-2
1.618 438-1
2.618 429-7
4.250 416-4
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 458-3 456-6
PP 457-0 453-5
S1 455-5 450-5

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

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