CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 464-0 463-0 -1-0 -0.2% 466-0
High 470-0 464-0 -6-0 -1.3% 473-0
Low 464-0 456-4 -7-4 -1.6% 454-0
Close 467-4 458-0 -9-4 -2.0% 467-4
Range 6-0 7-4 1-4 25.0% 19-0
ATR 10-4 10-4 0-0 0.4% 0-0
Volume 52,856 45,316 -7,540 -14.3% 253,226
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 482-0 477-4 462-1
R3 474-4 470-0 460-0
R2 467-0 467-0 459-3
R1 462-4 462-4 458-6 461-0
PP 459-4 459-4 459-4 458-6
S1 455-0 455-0 457-2 453-4
S2 452-0 452-0 456-5
S3 444-4 447-4 456-0
S4 437-0 440-0 453-7
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% 9-6 2.1% 21% False False 53,206
10 473-0 445-0 28-0 6.1% 8-6 1.9% 46% False False 50,775
20 473-0 433-0 40-0 8.7% 8-5 1.9% 63% False False 51,410
40 473-0 390-4 82-4 18.0% 8-5 1.9% 82% False False 42,391
60 473-0 390-4 82-4 18.0% 8-2 1.8% 82% False False 36,693
80 473-0 375-4 97-4 21.3% 8-2 1.8% 85% False False 31,997
100 473-0 375-4 97-4 21.3% 8-5 1.9% 85% False False 28,648
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 495-7
2.618 483-5
1.618 476-1
1.000 471-4
0.618 468-5
HIGH 464-0
0.618 461-1
0.500 460-2
0.382 459-3
LOW 456-4
0.618 451-7
1.000 449-0
1.618 444-3
2.618 436-7
4.250 424-5
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 460-2 463-7
PP 459-4 461-7
S1 458-6 460-0

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

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