CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 407-4 405-0 -2-4 -0.6% 437-4
High 408-4 409-6 1-2 0.3% 438-0
Low 400-4 401-0 0-4 0.1% 418-4
Close 405-4 409-0 3-4 0.9% 419-4
Range 8-0 8-6 0-6 9.4% 19-4
ATR 11-6 11-4 -0-2 -1.8% 0-0
Volume 78,226 108,933 30,707 39.3% 379,498
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 432-7 429-5 413-6
R3 424-1 420-7 411-3
R2 415-3 415-3 410-5
R1 412-1 412-1 409-6 413-6
PP 406-5 406-5 406-5 407-3
S1 403-3 403-3 408-2 405-0
S2 397-7 397-7 407-3
S3 389-1 394-5 406-5
S4 380-3 385-7 404-2
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
5 429-6 400-4 29-2 7.2% 8-3 2.1% 29% False False 81,787
10 471-4 400-4 71-0 17.4% 9-7 2.4% 12% False False 75,216
20 473-0 400-4 72-4 17.7% 9-0 2.2% 12% False False 63,269
40 473-0 400-2 72-6 17.8% 9-0 2.2% 12% False False 54,561
60 473-0 390-4 82-4 20.2% 9-0 2.2% 22% False False 45,241
80 473-0 375-4 97-4 23.8% 8-3 2.0% 34% False False 39,634
100 473-0 375-4 97-4 23.8% 8-3 2.1% 34% False False 34,888
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 447-0
2.618 432-5
1.618 423-7
1.000 418-4
0.618 415-1
HIGH 409-6
0.618 406-3
0.500 405-3
0.382 404-3
LOW 401-0
0.618 395-5
1.000 392-2
1.618 386-7
2.618 378-1
4.250 363-6
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 407-6 414-1
PP 406-5 412-3
S1 405-3 410-6

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

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