CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 449-4 456-0 6-4 1.4% 452-0
High 454-4 458-0 3-4 0.8% 459-6
Low 449-4 444-0 -5-4 -1.2% 441-6
Close 453-2 444-6 -8-4 -1.9% 454-0
Range 5-0 14-0 9-0 180.0% 18-0
ATR 9-7 10-2 0-2 2.9% 0-0
Volume 57,624 70,589 12,965 22.5% 143,107
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 490-7 481-7 452-4
R3 476-7 467-7 448-5
R2 462-7 462-7 447-3
R1 453-7 453-7 446-0 451-3
PP 448-7 448-7 448-7 447-6
S1 439-7 439-7 443-4 437-3
S2 434-7 434-7 442-1
S3 420-7 425-7 440-7
S4 406-7 411-7 437-0
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 505-7 497-7 463-7
R3 487-7 479-7 459-0
R2 469-7 469-7 457-2
R1 461-7 461-7 455-5 465-7
PP 451-7 451-7 451-7 453-6
S1 443-7 443-7 452-3 447-7
S2 433-7 433-7 450-6
S3 415-7 425-7 449-0
S4 397-7 407-7 444-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 458-4 443-0 15-4 3.5% 8-6 2.0% 11% False False 47,102
10 459-6 433-4 26-2 5.9% 8-6 2.0% 43% False False 38,925
20 459-6 421-0 38-6 8.7% 8-6 2.0% 61% False False 32,269
40 459-6 380-2 79-4 17.9% 8-0 1.8% 81% False False 24,663
60 459-6 380-2 79-4 17.9% 6-7 1.5% 81% False False 19,246
80 459-6 363-4 96-2 21.6% 6-5 1.5% 84% False False 16,264
100 459-6 363-4 96-2 21.6% 6-3 1.4% 84% False False 13,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 517-4
2.618 494-5
1.618 480-5
1.000 472-0
0.618 466-5
HIGH 458-0
0.618 452-5
0.500 451-0
0.382 449-3
LOW 444-0
0.618 435-3
1.000 430-0
1.618 421-3
2.618 407-3
4.250 384-4
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 451-0 450-4
PP 448-7 448-5
S1 446-7 446-5

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

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