CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 358-0 358-4 0-4 0.1% 396-0
High 358-0 360-4 2-4 0.7% 399-0
Low 354-4 349-2 -5-2 -1.5% 387-4
Close 354-4 356-4 2-0 0.6% 391-6
Range 3-4 11-2 7-6 221.4% 11-4
ATR 11-5 11-5 0-0 -0.2% 0-0
Volume 80,191 61,145 -19,046 -23.8% 287,734
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 389-1 384-1 362-6
R3 377-7 372-7 359-5
R2 366-5 366-5 358-4
R1 361-5 361-5 357-4 358-4
PP 355-3 355-3 355-3 353-7
S1 350-3 350-3 355-4 347-2
S2 344-1 344-1 354-4
S3 332-7 339-1 353-3
S4 321-5 327-7 350-2
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
5 396-4 349-2 47-2 13.3% 7-1 2.0% 15% False True 62,907
10 415-4 349-2 66-2 18.6% 7-4 2.1% 11% False True 57,453
20 458-4 349-2 109-2 30.6% 8-4 2.4% 7% False True 52,828
40 459-6 349-2 110-4 31.0% 8-2 2.3% 7% False True 39,485
60 459-6 349-2 110-4 31.0% 7-6 2.2% 7% False True 31,055
80 459-6 349-2 110-4 31.0% 7-2 2.0% 7% False True 25,240
100 459-6 349-2 110-4 31.0% 6-7 1.9% 7% False True 21,516
120 459-6 349-2 110-4 31.0% 6-5 1.9% 7% False True 18,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 408-2
2.618 390-0
1.618 378-6
1.000 371-6
0.618 367-4
HIGH 360-4
0.618 356-2
0.500 354-7
0.382 353-4
LOW 349-2
0.618 342-2
1.000 338-0
1.618 331-0
2.618 319-6
4.250 301-4
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 356-0 370-0
PP 355-3 365-4
S1 354-7 361-0

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

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