CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 466-0 465-0 -1-0 -0.2% 450-0
High 469-0 473-0 4-0 0.9% 460-0
Low 463-6 465-0 1-2 0.3% 445-0
Close 469-2 472-6 3-4 0.7% 459-2
Range 5-2 8-0 2-6 52.4% 15-0
ATR 9-6 9-5 -0-1 -1.3% 0-0
Volume 32,512 50,530 18,018 55.4% 209,212
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 494-2 491-4 477-1
R3 486-2 483-4 475-0
R2 478-2 478-2 474-2
R1 475-4 475-4 473-4 476-7
PP 470-2 470-2 470-2 471-0
S1 467-4 467-4 472-0 468-7
S2 462-2 462-2 471-2
S3 454-2 459-4 470-4
S4 446-2 451-4 468-3
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 499-6 494-4 467-4
R3 484-6 479-4 463-3
R2 469-6 469-6 462-0
R1 464-4 464-4 460-5 467-1
PP 454-6 454-6 454-6 456-0
S1 449-4 449-4 457-7 452-1
S2 439-6 439-6 456-4
S3 424-6 434-4 455-1
S4 409-6 419-4 451-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 473-0 446-6 26-2 5.6% 7-3 1.6% 99% True False 50,397
10 473-0 439-0 34-0 7.2% 8-1 1.7% 99% True False 47,876
20 473-0 417-0 56-0 11.8% 8-2 1.7% 100% True False 49,247
40 473-0 390-4 82-4 17.5% 8-5 1.8% 100% True False 39,179
60 473-0 390-4 82-4 17.5% 8-2 1.8% 100% True False 34,588
80 473-0 375-4 97-4 20.6% 8-1 1.7% 100% True False 29,931
100 473-0 375-4 97-4 20.6% 8-5 1.8% 100% True False 27,023
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 2-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 507-0
2.618 494-0
1.618 486-0
1.000 481-0
0.618 478-0
HIGH 473-0
0.618 470-0
0.500 469-0
0.382 468-0
LOW 465-0
0.618 460-0
1.000 457-0
1.618 452-0
2.618 444-0
4.250 431-0
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 471-4 469-7
PP 470-2 466-7
S1 469-0 464-0

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

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