CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 390-4 358-0 -32-4 -8.3% 396-0
High 390-6 358-0 -32-6 -8.4% 399-0
Low 383-2 354-4 -28-6 -7.5% 387-4
Close 384-4 354-4 -30-0 -7.8% 391-6
Range 7-4 3-4 -4-0 -53.3% 11-4
ATR 10-2 11-5 1-3 13.8% 0-0
Volume 67,854 80,191 12,337 18.2% 287,734
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 366-1 363-7 356-3
R3 362-5 360-3 355-4
R2 359-1 359-1 355-1
R1 356-7 356-7 354-7 356-2
PP 355-5 355-5 355-5 355-3
S1 353-3 353-3 354-1 352-6
S2 352-1 352-1 353-7
S3 348-5 349-7 353-4
S4 345-1 346-3 352-5
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
5 399-0 354-4 44-4 12.6% 6-6 1.9% 0% False True 63,517
10 416-4 354-4 62-0 17.5% 7-3 2.1% 0% False True 55,432
20 458-4 354-4 104-0 29.3% 8-5 2.4% 0% False True 51,061
40 459-6 354-4 105-2 29.7% 8-1 2.3% 0% False True 38,317
60 459-6 354-4 105-2 29.7% 7-5 2.2% 0% False True 30,150
80 459-6 354-4 105-2 29.7% 7-1 2.0% 0% False True 24,659
100 459-6 354-4 105-2 29.7% 6-6 1.9% 0% False True 20,933
120 459-6 354-4 105-2 29.7% 6-4 1.9% 0% False True 18,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32 trading days
Fibonacci Retracements and Extensions
4.250 372-7
2.618 367-1
1.618 363-5
1.000 361-4
0.618 360-1
HIGH 358-0
0.618 356-5
0.500 356-2
0.382 355-7
LOW 354-4
0.618 352-3
1.000 351-0
1.618 348-7
2.618 345-3
4.250 339-5
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 356-2 374-0
PP 355-5 367-4
S1 355-1 361-0

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

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