CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 390-6 390-4 -0-2 -0.1% 396-0
High 393-4 390-6 -2-6 -0.7% 399-0
Low 387-4 383-2 -4-2 -1.1% 387-4
Close 391-6 384-4 -7-2 -1.9% 391-6
Range 6-0 7-4 1-4 25.0% 11-4
ATR 10-3 10-2 -0-1 -1.3% 0-0
Volume 65,304 67,854 2,550 3.9% 287,734
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 408-5 404-1 388-5
R3 401-1 396-5 386-4
R2 393-5 393-5 385-7
R1 389-1 389-1 385-2 387-5
PP 386-1 386-1 386-1 385-4
S1 381-5 381-5 383-6 380-1
S2 378-5 378-5 383-1
S3 371-1 374-1 382-4
S4 363-5 366-5 380-3
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 427-2 421-0 398-1
R3 415-6 409-4 394-7
R2 404-2 404-2 393-7
R1 398-0 398-0 392-6 395-3
PP 392-6 392-6 392-6 391-4
S1 386-4 386-4 390-6 383-7
S2 381-2 381-2 389-5
S3 369-6 375-0 388-5
S4 358-2 363-4 385-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 399-0 383-2 15-6 4.1% 7-6 2.0% 8% False True 61,922
10 419-4 383-2 36-2 9.4% 7-6 2.0% 3% False True 51,664
20 459-6 383-2 76-4 19.9% 8-7 2.3% 2% False True 48,152
40 459-6 383-2 76-4 19.9% 8-3 2.2% 2% False True 36,608
60 459-6 380-2 79-4 20.7% 7-5 2.0% 5% False False 29,020
80 459-6 378-0 81-6 21.3% 7-1 1.9% 8% False False 23,737
100 459-6 363-4 96-2 25.0% 6-6 1.7% 22% False False 20,185
120 459-6 363-4 96-2 25.0% 6-4 1.7% 22% False False 17,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 422-5
2.618 410-3
1.618 402-7
1.000 398-2
0.618 395-3
HIGH 390-6
0.618 387-7
0.500 387-0
0.382 386-1
LOW 383-2
0.618 378-5
1.000 375-6
1.618 371-1
2.618 363-5
4.250 351-3
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 387-0 389-7
PP 386-1 388-1
S1 385-3 386-2

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

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