CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 468-6 459-0 -9-6 -2.1% 450-0
High 468-6 471-2 2-4 0.5% 460-0
Low 454-0 459-0 5-0 1.1% 445-0
Close 455-0 471-4 16-4 3.6% 459-2
Range 14-6 12-2 -2-4 -16.9% 15-0
ATR 10-2 10-6 0-3 4.2% 0-0
Volume 49,248 68,080 18,832 38.2% 209,212
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 504-0 500-0 478-2
R3 491-6 487-6 474-7
R2 479-4 479-4 473-6
R1 475-4 475-4 472-5 477-4
PP 467-2 467-2 467-2 468-2
S1 463-2 463-2 470-3 465-2
S2 455-0 455-0 469-2
S3 442-6 451-0 468-1
S4 430-4 438-6 464-6
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
5 473-0 454-0 19-0 4.0% 9-0 1.9% 92% False False 52,518
10 473-0 439-0 34-0 7.2% 9-1 1.9% 96% False False 48,725
20 473-0 428-0 45-0 9.5% 8-6 1.9% 97% False False 51,411
40 473-0 390-4 82-4 17.5% 9-0 1.9% 98% False False 41,111
60 473-0 390-4 82-4 17.5% 8-5 1.8% 98% False False 35,995
80 473-0 375-4 97-4 20.7% 8-3 1.8% 98% False False 31,057
100 473-0 375-4 97-4 20.7% 8-6 1.8% 98% False False 28,016
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 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 523-2
2.618 503-3
1.618 491-1
1.000 483-4
0.618 478-7
HIGH 471-2
0.618 466-5
0.500 465-1
0.382 463-5
LOW 459-0
0.618 451-3
1.000 446-6
1.618 439-1
2.618 426-7
4.250 407-0
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 469-3 468-7
PP 467-2 466-1
S1 465-1 463-4

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

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