CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 323-0 320-0 -3-0 -0.9% 322-0
High 325-4 322-6 -2-6 -0.8% 342-2
Low 316-4 316-4 0-0 0.0% 316-4
Close 316-6 322-2 5-4 1.7% 322-2
Range 9-0 6-2 -2-6 -30.6% 25-6
ATR 11-3 11-0 -0-3 -3.2% 0-0
Volume 70,109 69,617 -492 -0.7% 346,061
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 339-2 337-0 325-6
R3 333-0 330-6 324-0
R2 326-6 326-6 323-3
R1 324-4 324-4 322-7 325-5
PP 320-4 320-4 320-4 321-0
S1 318-2 318-2 321-5 319-3
S2 314-2 314-2 321-1
S3 308-0 312-0 320-4
S4 301-6 305-6 318-6
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 404-2 389-0 336-3
R3 378-4 363-2 329-3
R2 352-6 352-6 327-0
R1 337-4 337-4 324-5 345-1
PP 327-0 327-0 327-0 330-6
S1 311-6 311-6 319-7 319-3
S2 301-2 301-2 317-4
S3 275-4 286-0 315-1
S4 249-6 260-2 308-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 342-2 316-4 25-6 8.0% 9-3 2.9% 22% False True 69,212
10 342-2 316-4 25-6 8.0% 9-2 2.9% 22% False True 84,612
20 415-4 316-4 99-0 30.7% 8-4 2.6% 6% False True 72,545
40 459-6 316-4 143-2 44.5% 8-5 2.7% 4% False True 55,655
60 459-6 316-4 143-2 44.5% 8-3 2.6% 4% False True 44,015
80 459-6 316-4 143-2 44.5% 7-6 2.4% 4% False True 35,795
100 459-6 316-4 143-2 44.5% 7-2 2.3% 4% False True 30,115
120 459-6 316-4 143-2 44.5% 6-7 2.1% 4% False True 25,868
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 2-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 349-2
2.618 339-1
1.618 332-7
1.000 329-0
0.618 326-5
HIGH 322-6
0.618 320-3
0.500 319-5
0.382 318-7
LOW 316-4
0.618 312-5
1.000 310-2
1.618 306-3
2.618 300-1
4.250 290-0
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 321-3 329-3
PP 320-4 327-0
S1 319-5 324-5

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

View Archives - Comment on this page... - Back to Index of Symbols