CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 396-4 400-2 3-6 0.9% 396-0
High 404-0 406-0 2-0 0.5% 416-2
Low 396-0 400-2 4-2 1.1% 390-4
Close 401-4 404-2 2-6 0.7% 406-6
Range 8-0 5-6 -2-2 -28.1% 25-6
ATR 9-6 9-4 -0-2 -3.0% 0-0
Volume 32,114 38,704 6,590 20.5% 155,746
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 420-6 418-2 407-3
R3 415-0 412-4 405-7
R2 409-2 409-2 405-2
R1 406-6 406-6 404-6 408-0
PP 403-4 403-4 403-4 404-1
S1 401-0 401-0 403-6 402-2
S2 397-6 397-6 403-2
S3 392-0 395-2 402-5
S4 386-2 389-4 401-1
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% 7-4 1.8% 41% False False 31,158
10 422-4 390-4 32-0 7.9% 7-7 2.0% 43% False False 30,171
20 437-4 390-4 47-0 11.6% 8-6 2.2% 29% False False 27,941
40 437-4 378-2 59-2 14.7% 7-6 1.9% 44% False False 25,333
60 437-4 375-4 62-0 15.3% 8-0 2.0% 46% False False 22,300
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 3 trading days
Fibonacci Retracements and Extensions
4.250 430-4
2.618 421-0
1.618 415-2
1.000 411-6
0.618 409-4
HIGH 406-0
0.618 403-6
0.500 403-1
0.382 402-4
LOW 400-2
0.618 396-6
1.000 394-4
1.618 391-0
2.618 385-2
4.250 375-6
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 403-7 406-1
PP 403-4 405-4
S1 403-1 404-7

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

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