CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 336-0 337-4 1-4 0.4% 390-4
High 339-2 341-0 1-6 0.5% 390-6
Low 334-0 324-4 -9-4 -2.8% 345-0
Close 334-6 325-4 -9-2 -2.8% 345-6
Range 5-2 16-4 11-2 214.3% 45-6
ATR 11-5 12-0 0-3 3.0% 0-0
Volume 103,525 124,562 21,037 20.3% 290,112
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 379-7 369-1 334-5
R3 363-3 352-5 330-0
R2 346-7 346-7 328-4
R1 336-1 336-1 327-0 333-2
PP 330-3 330-3 330-3 328-7
S1 319-5 319-5 324-0 316-6
S2 313-7 313-7 322-4
S3 297-3 303-1 321-0
S4 280-7 286-5 316-3
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 497-6 467-4 370-7
R3 452-0 421-6 358-3
R2 406-2 406-2 354-1
R1 376-0 376-0 350-0 368-2
PP 360-4 360-4 360-4 356-5
S1 330-2 330-2 341-4 322-4
S2 314-6 314-6 337-3
S3 269-0 284-4 333-1
S4 223-2 238-6 320-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 360-4 324-4 36-0 11.1% 8-5 2.6% 3% False True 90,069
10 399-0 324-4 74-4 22.9% 8-2 2.5% 1% False True 75,995
20 458-0 324-4 133-4 41.0% 8-6 2.7% 1% False True 62,913
40 459-6 324-4 135-2 41.6% 8-4 2.6% 1% False True 45,117
60 459-6 324-4 135-2 41.6% 8-1 2.5% 1% False True 35,687
80 459-6 324-4 135-2 41.6% 7-2 2.2% 1% False True 28,864
100 459-6 324-4 135-2 41.6% 7-0 2.1% 1% False True 24,439
120 459-6 324-4 135-2 41.6% 6-5 2.0% 1% False True 20,998
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 2-2
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 411-1
2.618 384-2
1.618 367-6
1.000 357-4
0.618 351-2
HIGH 341-0
0.618 334-6
0.500 332-6
0.382 330-6
LOW 324-4
0.618 314-2
1.000 308-0
1.618 297-6
2.618 281-2
4.250 254-3
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 332-6 338-0
PP 330-3 333-7
S1 327-7 329-5

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

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