CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 392-0 390-6 -1-2 -0.3% 396-0
High 396-4 393-4 -3-0 -0.8% 399-0
Low 389-0 387-4 -1-4 -0.4% 387-4
Close 390-0 391-6 1-6 0.4% 391-6
Range 7-4 6-0 -1-4 -20.0% 11-4
ATR 10-6 10-3 -0-3 -3.1% 0-0
Volume 40,042 65,304 25,262 63.1% 287,734
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 408-7 406-3 395-0
R3 402-7 400-3 393-3
R2 396-7 396-7 392-7
R1 394-3 394-3 392-2 395-5
PP 390-7 390-7 390-7 391-4
S1 388-3 388-3 391-2 389-5
S2 384-7 384-7 390-5
S3 378-7 382-3 390-1
S4 372-7 376-3 388-4
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 427-2 421-0 398-1
R3 415-6 409-4 394-7
R2 404-2 404-2 393-7
R1 398-0 398-0 392-6 395-3
PP 392-6 392-6 392-6 391-4
S1 386-4 386-4 390-6 383-7
S2 381-2 381-2 389-5
S3 369-6 375-0 388-5
S4 358-2 363-4 385-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 399-0 387-4 11-4 2.9% 7-7 2.0% 37% False True 57,546
10 425-0 387-4 37-4 9.6% 8-1 2.1% 11% False True 49,736
20 459-6 387-4 72-2 18.4% 8-6 2.2% 6% False True 45,820
40 459-6 387-4 72-2 18.4% 8-3 2.1% 6% False True 35,508
60 459-6 380-2 79-4 20.3% 7-5 2.0% 14% False False 28,054
80 459-6 377-0 82-6 21.1% 7-1 1.8% 18% False False 23,013
100 459-6 363-4 96-2 24.6% 6-6 1.7% 29% False False 19,539
120 459-6 363-4 96-2 24.6% 6-4 1.7% 29% False False 16,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 419-0
2.618 409-2
1.618 403-2
1.000 399-4
0.618 397-2
HIGH 393-4
0.618 391-2
0.500 390-4
0.382 389-6
LOW 387-4
0.618 383-6
1.000 381-4
1.618 377-6
2.618 371-6
4.250 362-0
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 391-3 393-2
PP 390-7 392-6
S1 390-4 392-2

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

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