CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 444-0 452-0 8-0 1.8% 436-4
High 449-4 456-0 6-4 1.4% 454-0
Low 443-0 445-0 2-0 0.5% 436-4
Close 447-0 447-2 0-2 0.1% 438-4
Range 6-4 11-0 4-4 69.2% 17-4
ATR 9-7 10-0 0-1 0.8% 0-0
Volume 63,268 45,568 -17,700 -28.0% 302,679
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 482-3 475-7 453-2
R3 471-3 464-7 450-2
R2 460-3 460-3 449-2
R1 453-7 453-7 448-2 451-5
PP 449-3 449-3 449-3 448-2
S1 442-7 442-7 446-2 440-5
S2 438-3 438-3 445-2
S3 427-3 431-7 444-2
S4 416-3 420-7 441-2
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 495-4 484-4 448-1
R3 478-0 467-0 443-2
R2 460-4 460-4 441-6
R1 449-4 449-4 440-1 455-0
PP 443-0 443-0 443-0 445-6
S1 432-0 432-0 436-7 437-4
S2 425-4 425-4 435-2
S3 408-0 414-4 433-6
S4 390-4 397-0 428-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 456-0 433-0 23-0 5.1% 9-7 2.2% 62% True False 50,645
10 456-0 428-0 28-0 6.3% 8-4 1.9% 69% True False 54,097
20 456-0 396-0 60-0 13.4% 9-0 2.0% 85% True False 44,446
40 456-0 390-4 65-4 14.6% 8-4 1.9% 87% True False 34,986
60 456-0 375-4 80-4 18.0% 8-3 1.9% 89% True False 30,701
80 456-0 375-4 80-4 18.0% 8-2 1.8% 89% True False 26,917
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 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 502-6
2.618 484-6
1.618 473-6
1.000 467-0
0.618 462-6
HIGH 456-0
0.618 451-6
0.500 450-4
0.382 449-2
LOW 445-0
0.618 438-2
1.000 434-0
1.618 427-2
2.618 416-2
4.250 398-2
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 450-4 446-3
PP 449-3 445-3
S1 448-3 444-4

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

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