CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 412-4 396-4 -16-0 -3.9% 396-0
High 416-2 404-0 -12-2 -2.9% 416-2
Low 404-6 396-0 -8-6 -2.2% 390-4
Close 406-6 401-4 -5-2 -1.3% 406-6
Range 11-4 8-0 -3-4 -30.4% 25-6
ATR 9-6 9-6 0-1 0.7% 0-0
Volume 31,322 32,114 792 2.5% 155,746
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 424-4 421-0 405-7
R3 416-4 413-0 403-6
R2 408-4 408-4 403-0
R1 405-0 405-0 402-2 406-6
PP 400-4 400-4 400-4 401-3
S1 397-0 397-0 400-6 398-6
S2 392-4 392-4 400-0
S3 384-4 389-0 399-2
S4 376-4 381-0 397-1
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 481-6 470-0 420-7
R3 456-0 444-2 413-7
R2 430-2 430-2 411-4
R1 418-4 418-4 409-1 424-3
PP 404-4 404-4 404-4 407-4
S1 392-6 392-6 404-3 398-5
S2 378-6 378-6 402-0
S3 353-0 367-0 399-5
S4 327-2 341-2 392-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 416-2 396-0 20-2 5.0% 8-0 2.0% 27% False True 31,581
10 428-2 390-4 37-6 9.4% 8-2 2.0% 29% False False 28,491
20 437-4 390-4 47-0 11.7% 8-6 2.2% 23% False False 26,601
40 437-4 375-4 62-0 15.4% 7-6 1.9% 42% False False 24,707
60 437-4 375-4 62-0 15.4% 8-0 2.0% 42% False False 21,773
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 438-0
2.618 425-0
1.618 417-0
1.000 412-0
0.618 409-0
HIGH 404-0
0.618 401-0
0.500 400-0
0.382 399-0
LOW 396-0
0.618 391-0
1.000 388-0
1.618 383-0
2.618 375-0
4.250 362-0
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 401-0 406-1
PP 400-4 404-5
S1 400-0 403-0

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

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