CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 411-4 415-0 3-4 0.9% 448-4
High 416-4 415-4 -1-0 -0.2% 458-0
Low 407-0 410-4 3-4 0.9% 430-0
Close 416-2 411-6 -4-4 -1.1% 434-4
Range 9-4 5-0 -4-4 -47.4% 28-0
ATR 11-2 10-7 -0-3 -3.5% 0-0
Volume 40,934 50,676 9,742 23.8% 275,942
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 427-5 424-5 414-4
R3 422-5 419-5 413-1
R2 417-5 417-5 412-5
R1 414-5 414-5 412-2 413-5
PP 412-5 412-5 412-5 412-0
S1 409-5 409-5 411-2 408-5
S2 407-5 407-5 410-7
S3 402-5 404-5 410-3
S4 397-5 399-5 409-0
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
5 446-0 407-0 39-0 9.5% 9-7 2.4% 12% False False 48,120
10 458-0 407-0 51-0 12.4% 8-7 2.1% 9% False False 49,230
20 459-6 407-0 52-6 12.8% 8-6 2.1% 9% False False 38,765
40 459-6 386-0 73-6 17.9% 8-3 2.0% 35% False False 29,750
60 459-6 380-2 79-4 19.3% 7-4 1.8% 40% False False 23,545
80 459-6 363-4 96-2 23.4% 7-0 1.7% 50% False False 19,507
100 459-6 363-4 96-2 23.4% 6-4 1.6% 50% False False 16,533
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 436-6
2.618 428-5
1.618 423-5
1.000 420-4
0.618 418-5
HIGH 415-4
0.618 413-5
0.500 413-0
0.382 412-3
LOW 410-4
0.618 407-3
1.000 405-4
1.618 402-3
2.618 397-3
4.250 389-2
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 413-0 413-2
PP 412-5 412-6
S1 412-1 412-2

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

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