CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 449-4 446-0 -3-4 -0.8% 448-4
High 456-0 446-0 -10-0 -2.2% 458-0
Low 448-4 430-0 -18-4 -4.1% 430-0
Close 450-0 434-4 -15-4 -3.4% 434-4
Range 7-4 16-0 8-4 113.3% 28-0
ATR 10-2 11-0 0-6 6.7% 0-0
Volume 56,588 57,906 1,318 2.3% 275,942
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 484-7 475-5 443-2
R3 468-7 459-5 438-7
R2 452-7 452-7 437-3
R1 443-5 443-5 436-0 440-2
PP 436-7 436-7 436-7 435-1
S1 427-5 427-5 433-0 424-2
S2 420-7 420-7 431-5
S3 404-7 411-5 430-1
S4 388-7 395-5 425-6
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 524-7 507-5 449-7
R3 496-7 479-5 442-2
R2 468-7 468-7 439-5
R1 451-5 451-5 437-1 446-2
PP 440-7 440-7 440-7 438-1
S1 423-5 423-5 431-7 418-2
S2 412-7 412-7 429-3
S3 384-7 395-5 426-6
S4 356-7 367-5 419-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 458-0 430-0 28-0 6.4% 10-0 2.3% 16% False True 55,188
10 459-6 430-0 29-6 6.8% 9-4 2.2% 15% False True 41,904
20 459-6 421-0 38-6 8.9% 9-3 2.1% 35% False False 33,173
40 459-6 380-2 79-4 18.3% 8-2 1.9% 68% False False 26,674
60 459-6 380-2 79-4 18.3% 7-1 1.7% 68% False False 20,890
80 459-6 363-4 96-2 22.2% 6-7 1.6% 74% False False 17,603
100 459-6 363-4 96-2 22.2% 6-3 1.5% 74% False False 14,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 514-0
2.618 487-7
1.618 471-7
1.000 462-0
0.618 455-7
HIGH 446-0
0.618 439-7
0.500 438-0
0.382 436-1
LOW 430-0
0.618 420-1
1.000 414-0
1.618 404-1
2.618 388-1
4.250 362-0
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 438-0 444-0
PP 436-7 440-7
S1 435-5 437-5

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

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