CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 455-4 447-0 -8-4 -1.9% 439-4
High 455-4 458-4 3-0 0.7% 446-4
Low 441-6 446-4 4-6 1.1% 432-4
Close 442-4 458-2 15-6 3.6% 446-2
Range 13-6 12-0 -1-6 -12.7% 14-0
ATR 9-5 10-1 0-4 4.8% 0-0
Volume 25,813 40,397 14,584 56.5% 152,931
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 490-3 486-3 464-7
R3 478-3 474-3 461-4
R2 466-3 466-3 460-4
R1 462-3 462-3 459-3 464-3
PP 454-3 454-3 454-3 455-4
S1 450-3 450-3 457-1 452-3
S2 442-3 442-3 456-0
S3 430-3 438-3 455-0
S4 418-3 426-3 451-5
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
5 459-6 441-4 18-2 4.0% 8-7 1.9% 92% False False 33,078
10 459-6 428-0 31-6 6.9% 8-6 1.9% 95% False False 28,300
20 459-6 417-4 42-2 9.2% 8-3 1.8% 96% False False 26,793
40 459-6 380-2 79-4 17.3% 7-4 1.7% 98% False False 20,993
60 459-6 380-2 79-4 17.3% 7-0 1.5% 98% False False 16,659
80 459-6 363-4 96-2 21.0% 6-4 1.4% 98% False False 14,132
100 459-6 363-4 96-2 21.0% 6-2 1.4% 98% False False 12,049
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 509-4
2.618 489-7
1.618 477-7
1.000 470-4
0.618 465-7
HIGH 458-4
0.618 453-7
0.500 452-4
0.382 451-1
LOW 446-4
0.618 439-1
1.000 434-4
1.618 427-1
2.618 415-1
4.250 395-4
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 456-3 455-6
PP 454-3 453-2
S1 452-4 450-6

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

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