CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 427-4 425-0 -2-4 -0.6% 437-4
High 428-0 427-6 -0-2 -0.1% 438-0
Low 422-4 418-4 -4-0 -0.9% 418-4
Close 423-6 419-4 -4-2 -1.0% 419-4
Range 5-4 9-2 3-6 68.2% 19-4
ATR 11-3 11-1 -0-1 -1.3% 0-0
Volume 70,350 70,452 102 0.1% 379,498
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 449-5 443-7 424-5
R3 440-3 434-5 422-0
R2 431-1 431-1 421-2
R1 425-3 425-3 420-3 423-5
PP 421-7 421-7 421-7 421-0
S1 416-1 416-1 418-5 414-3
S2 412-5 412-5 417-6
S3 403-3 406-7 417-0
S4 394-1 397-5 414-3
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 483-7 471-1 430-2
R3 464-3 451-5 424-7
R2 444-7 444-7 423-1
R1 432-1 432-1 421-2 428-6
PP 425-3 425-3 425-3 423-5
S1 412-5 412-5 417-6 409-2
S2 405-7 405-7 415-7
S3 386-3 393-1 414-1
S4 366-7 373-5 408-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 438-0 418-4 19-4 4.6% 8-7 2.1% 5% False True 75,899
10 471-4 418-4 53-0 12.6% 9-4 2.3% 2% False True 65,605
20 473-0 418-4 54-4 13.0% 9-1 2.2% 2% False True 57,295
40 473-0 396-0 77-0 18.4% 9-1 2.2% 31% False False 51,468
60 473-0 390-4 82-4 19.7% 8-6 2.1% 35% False False 42,873
80 473-0 375-4 97-4 23.2% 8-3 2.0% 45% False False 37,711
100 473-0 375-4 97-4 23.2% 8-3 2.0% 45% False False 33,395
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 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 467-0
2.618 452-0
1.618 442-6
1.000 437-0
0.618 433-4
HIGH 427-6
0.618 424-2
0.500 423-1
0.382 422-0
LOW 418-4
0.618 412-6
1.000 409-2
1.618 403-4
2.618 394-2
4.250 379-2
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 423-1 424-1
PP 421-7 422-5
S1 420-6 421-0

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

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