CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 459-0 464-0 5-0 1.1% 466-0
High 471-2 470-0 -1-2 -0.3% 473-0
Low 459-0 464-0 5-0 1.1% 454-0
Close 471-4 467-4 -4-0 -0.8% 467-4
Range 12-2 6-0 -6-2 -51.0% 19-0
ATR 10-6 10-4 -0-2 -2.1% 0-0
Volume 68,080 52,856 -15,224 -22.4% 253,226
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 485-1 482-3 470-6
R3 479-1 476-3 469-1
R2 473-1 473-1 468-5
R1 470-3 470-3 468-0 471-6
PP 467-1 467-1 467-1 467-7
S1 464-3 464-3 467-0 465-6
S2 461-1 461-1 466-3
S3 455-1 458-3 465-7
S4 449-1 452-3 464-2
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 521-7 513-5 478-0
R3 502-7 494-5 472-6
R2 483-7 483-7 471-0
R1 475-5 475-5 469-2 479-6
PP 464-7 464-7 464-7 466-7
S1 456-5 456-5 465-6 460-6
S2 445-7 445-7 464-0
S3 426-7 437-5 462-2
S4 407-7 418-5 457-0
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 4.1% 9-2 2.0% 71% False False 50,645
10 473-0 445-0 28-0 6.0% 8-6 1.9% 80% False False 48,985
20 473-0 433-0 40-0 8.6% 8-4 1.8% 86% False False 52,680
40 473-0 390-4 82-4 17.6% 8-7 1.9% 93% False False 41,917
60 473-0 390-4 82-4 17.6% 8-3 1.8% 93% False False 36,341
80 473-0 375-4 97-4 20.9% 8-2 1.8% 94% False False 31,592
100 473-0 375-4 97-4 20.9% 8-6 1.9% 94% False False 28,308
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 495-4
2.618 485-6
1.618 479-6
1.000 476-0
0.618 473-6
HIGH 470-0
0.618 467-6
0.500 467-0
0.382 466-2
LOW 464-0
0.618 460-2
1.000 458-0
1.618 454-2
2.618 448-2
4.250 438-4
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 467-3 465-7
PP 467-1 464-2
S1 467-0 462-5

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

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