CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 322-0 335-4 13-4 4.2% 336-0
High 332-0 339-0 7-0 2.1% 341-0
Low 320-6 332-6 12-0 3.7% 318-4
Close 331-6 338-4 6-6 2.0% 328-2
Range 11-2 6-2 -5-0 -44.4% 22-4
ATR 11-2 11-0 -0-2 -2.5% 0-0
Volume 64,198 75,119 10,921 17.0% 500,059
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 355-4 353-2 342-0
R3 349-2 347-0 340-2
R2 343-0 343-0 339-5
R1 340-6 340-6 339-1 341-7
PP 336-6 336-6 336-6 337-2
S1 334-4 334-4 337-7 335-5
S2 330-4 330-4 337-3
S3 324-2 328-2 336-6
S4 318-0 322-0 335-0
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
5 339-0 318-4 20-4 6.1% 8-2 2.4% 98% True False 82,257
10 360-4 318-4 42-0 12.4% 8-3 2.5% 48% False False 86,163
20 419-4 318-4 101-0 29.8% 8-1 2.4% 20% False False 68,914
40 459-6 318-4 141-2 41.7% 8-5 2.6% 14% False False 52,046
60 459-6 318-4 141-2 41.7% 8-2 2.4% 14% False False 41,409
80 459-6 318-4 141-2 41.7% 7-4 2.2% 14% False False 33,406
100 459-6 318-4 141-2 41.7% 7-1 2.1% 14% False False 28,226
120 459-6 318-4 141-2 41.7% 6-5 2.0% 14% False False 24,246
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 2-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 365-4
2.618 355-3
1.618 349-1
1.000 345-2
0.618 342-7
HIGH 339-0
0.618 336-5
0.500 335-7
0.382 335-1
LOW 332-6
0.618 328-7
1.000 326-4
1.618 322-5
2.618 316-3
4.250 306-2
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 337-5 335-2
PP 336-6 332-0
S1 335-7 328-6

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

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