CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 08-Jul-2009

Day Change Summary
	Previous	Current
	07-Jul-2009	08-Jul-2009	Change	Change %	Previous Week
Open	337-4	326-2	-11-2	-3.3%	390-4
High	341-0	330-4	-10-4	-3.1%	390-6
Low	324-4	322-2	-2-2	-0.7%	345-0
Close	325-4	325-2	-0-2	-0.1%	345-6
Range	16-4	8-2	-8-2	-50.0%	45-6
ATR	12-0	11-6	-0-2	-2.2%	0-0
Volume	124,562	163,095	38,533	30.9%	290,112

Daily Pivots for day following 08-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	350-6	346-2	329-6
R3	342-4	338-0	327-4
R2	334-2	334-2	326-6
R1	329-6	329-6	326-0	327-7
PP	326-0	326-0	326-0	325-0
S1	321-4	321-4	324-4	319-5
S2	317-6	317-6	323-6
S3	309-4	313-2	323-0
S4	301-2	305-0	320-6

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	322-2	38-2	11.8%	9-4	2.9%	8%	False	True	106,649
10	399-0	322-2	76-6	23.6%	8-1	2.5%	4%	False	True	85,083
20	458-0	322-2	135-6	41.7%	8-7	2.7%	2%	False	True	68,187
40	459-6	322-2	137-4	42.3%	8-4	2.6%	2%	False	True	48,774
60	459-6	322-2	137-4	42.3%	8-1	2.5%	2%	False	True	38,109
80	459-6	322-2	137-4	42.3%	7-2	2.2%	2%	False	True	30,704
100	459-6	322-2	137-4	42.3%	7-0	2.1%	2%	False	True	26,001
120	459-6	322-2	137-4	42.3%	6-6	2.1%	2%	False	True	22,341

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	2-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	365-4
2.618	352-1
1.618	343-7
1.000	338-6
0.618	335-5
HIGH	330-4
0.618	327-3
0.500	326-3
0.382	325-3
LOW	322-2
0.618	317-1
1.000	314-0
1.618	308-7
2.618	300-5
4.250	287-2

Fisher Pivots for day following 08-Jul-2009
Pivot	1 day	3 day
R1	326-3	331-5
PP	326-0	329-4
S1	325-5	327-3

Download as Excel Spreadsheet

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

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