CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 328-4 325-0 -3-4 -1.1% 336-0
High 331-0 329-0 -2-0 -0.6% 341-0
Low 326-0 318-4 -7-4 -2.3% 318-4
Close 329-4 328-2 -1-2 -0.4% 328-2
Range 5-0 10-4 5-4 110.0% 22-4
ATR 11-2 11-2 0-0 -0.2% 0-0
Volume 55,817 53,060 -2,757 -4.9% 500,059
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 356-6 353-0 334-0
R3 346-2 342-4 331-1
R2 335-6 335-6 330-1
R1 332-0 332-0 329-2 333-7
PP 325-2 325-2 325-2 326-2
S1 321-4 321-4 327-2 323-3
S2 314-6 314-6 326-3
S3 304-2 311-0 325-3
S4 293-6 300-4 322-4
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 396-6 385-0 340-5
R3 374-2 362-4 334-4
R2 351-6 351-6 332-3
R1 340-0 340-0 330-2 334-5
PP 329-2 329-2 329-2 326-4
S1 317-4 317-4 326-2 312-1
S2 306-6 306-6 324-1
S3 284-2 295-0 322-0
S4 261-6 272-4 315-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 341-0 318-4 22-4 6.9% 9-1 2.8% 43% False True 100,011
10 393-4 318-4 75-0 22.8% 8-0 2.4% 13% False True 85,547
20 446-0 318-4 127-4 38.8% 8-5 2.6% 8% False True 67,272
40 459-6 318-4 141-2 43.0% 8-5 2.6% 7% False True 49,757
60 459-6 318-4 141-2 43.0% 8-2 2.5% 7% False True 39,458
80 459-6 318-4 141-2 43.0% 7-3 2.2% 7% False True 31,873
100 459-6 318-4 141-2 43.0% 7-1 2.2% 7% False True 27,015
120 459-6 318-4 141-2 43.0% 6-5 2.0% 7% False True 23,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 373-5
2.618 356-4
1.618 346-0
1.000 339-4
0.618 335-4
HIGH 329-0
0.618 325-0
0.500 323-6
0.382 322-4
LOW 318-4
0.618 312-0
1.000 308-0
1.618 301-4
2.618 291-0
4.250 273-7
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 326-6 327-1
PP 325-2 325-7
S1 323-6 324-6

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

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