CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 446-0 424-4 -21-4 -4.8% 448-4
High 446-0 425-0 -21-0 -4.7% 458-0
Low 430-0 414-0 -16-0 -3.7% 430-0
Close 434-4 414-6 -19-6 -4.5% 434-4
Range 16-0 11-0 -5-0 -31.3% 28-0
ATR 11-0 11-5 0-5 6.2% 0-0
Volume 57,906 48,574 -9,332 -16.1% 275,942
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 450-7 443-7 420-6
R3 439-7 432-7 417-6
R2 428-7 428-7 416-6
R1 421-7 421-7 415-6 419-7
PP 417-7 417-7 417-7 417-0
S1 410-7 410-7 413-6 408-7
S2 406-7 406-7 412-6
S3 395-7 399-7 411-6
S4 384-7 388-7 408-6
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
5 458-0 414-0 44-0 10.6% 10-6 2.6% 2% False True 58,256
10 459-6 414-0 45-6 11.0% 10-0 2.4% 2% False True 44,639
20 459-6 414-0 45-6 11.0% 9-2 2.2% 2% False True 35,179
40 459-6 380-2 79-4 19.2% 8-3 2.0% 43% False False 27,656
60 459-6 380-2 79-4 19.2% 7-2 1.7% 43% False False 21,570
80 459-6 363-4 96-2 23.2% 6-7 1.7% 53% False False 18,054
100 459-6 363-4 96-2 23.2% 6-3 1.5% 53% False False 15,313
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 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 471-6
2.618 453-6
1.618 442-6
1.000 436-0
0.618 431-6
HIGH 425-0
0.618 420-6
0.500 419-4
0.382 418-2
LOW 414-0
0.618 407-2
1.000 403-0
1.618 396-2
2.618 385-2
4.250 367-2
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 419-4 435-0
PP 417-7 428-2
S1 416-3 421-4

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

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