CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 326-2 328-4 2-2 0.7% 390-4
High 330-4 331-0 0-4 0.2% 390-6
Low 322-2 326-0 3-6 1.2% 345-0
Close 325-2 329-4 4-2 1.3% 345-6
Range 8-2 5-0 -3-2 -39.4% 45-6
ATR 11-6 11-2 -0-3 -3.6% 0-0
Volume 163,095 55,817 -107,278 -65.8% 290,112
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 343-7 341-5 332-2
R3 338-7 336-5 330-7
R2 333-7 333-7 330-3
R1 331-5 331-5 330-0 332-6
PP 328-7 328-7 328-7 329-3
S1 326-5 326-5 329-0 327-6
S2 323-7 323-7 328-5
S3 318-7 321-5 328-1
S4 313-7 316-5 326-6
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
5 351-4 322-2 29-2 8.9% 8-2 2.5% 25% False False 105,584
10 396-4 322-2 74-2 22.5% 7-6 2.3% 10% False False 84,245
20 456-0 322-2 133-6 40.6% 8-3 2.6% 5% False False 67,448
40 459-6 322-2 137-4 41.7% 8-5 2.6% 5% False False 49,858
60 459-6 322-2 137-4 41.7% 8-1 2.5% 5% False False 38,925
80 459-6 322-2 137-4 41.7% 7-2 2.2% 5% False False 31,297
100 459-6 322-2 137-4 41.7% 7-0 2.1% 5% False False 26,501
120 459-6 322-2 137-4 41.7% 6-6 2.0% 5% False False 22,772
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 2-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 352-2
2.618 344-1
1.618 339-1
1.000 336-0
0.618 334-1
HIGH 331-0
0.618 329-1
0.500 328-4
0.382 327-7
LOW 326-0
0.618 322-7
1.000 321-0
1.618 317-7
2.618 312-7
4.250 304-6
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 329-1 331-5
PP 328-7 330-7
S1 328-4 330-2

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

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