CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 429-4 426-4 -3-0 -0.7% 396-4
High 432-0 427-0 -5-0 -1.2% 434-4
Low 420-6 417-0 -3-6 -0.9% 396-0
Close 425-4 425-0 -0-4 -0.1% 433-2
Range 11-2 10-0 -1-2 -11.1% 38-4
ATR 10-4 10-4 0-0 -0.3% 0-0
Volume 37,861 36,602 -1,259 -3.3% 178,347
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 453-0 449-0 430-4
R3 443-0 439-0 427-6
R2 433-0 433-0 426-7
R1 429-0 429-0 425-7 426-0
PP 423-0 423-0 423-0 421-4
S1 419-0 419-0 424-1 416-0
S2 413-0 413-0 423-1
S3 403-0 409-0 422-2
S4 393-0 399-0 419-4
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 536-6 523-4 454-3
R3 498-2 485-0 443-7
R2 459-6 459-6 440-2
R1 446-4 446-4 436-6 453-1
PP 421-2 421-2 421-2 424-4
S1 408-0 408-0 429-6 414-5
S2 382-6 382-6 426-2
S3 344-2 369-4 422-5
S4 305-6 331-0 412-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 434-4 407-6 26-6 6.3% 11-6 2.8% 64% False False 36,398
10 434-4 396-0 38-4 9.1% 9-5 2.3% 75% False False 33,778
20 435-4 390-4 45-0 10.6% 9-2 2.2% 77% False False 29,851
40 437-4 390-4 47-0 11.1% 8-4 2.0% 73% False False 27,743
60 437-4 375-4 62-0 14.6% 8-2 1.9% 80% False False 23,840
80 459-4 375-4 84-0 19.8% 8-6 2.1% 59% False False 21,807
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 469-4
2.618 453-1
1.618 443-1
1.000 437-0
0.618 433-1
HIGH 427-0
0.618 423-1
0.500 422-0
0.382 420-7
LOW 417-0
0.618 410-7
1.000 407-0
1.618 400-7
2.618 390-7
4.250 374-4
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 424-0 425-6
PP 423-0 425-4
S1 422-0 425-2

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

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