CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 319-0 326-4 7-4 2.4% 323-4
High 327-2 327-4 0-2 0.1% 327-4
Low 315-6 315-0 -0-6 -0.2% 304-4
Close 327-0 316-2 -10-6 -3.3% 316-2
Range 11-4 12-4 1-0 8.7% 23-0
ATR 11-1 11-2 0-1 0.9% 0-0
Volume 63,580 61,132 -2,448 -3.9% 317,406
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 357-1 349-1 323-1
R3 344-5 336-5 319-6
R2 332-1 332-1 318-4
R1 324-1 324-1 317-3 321-7
PP 319-5 319-5 319-5 318-4
S1 311-5 311-5 315-1 309-3
S2 307-1 307-1 314-0
S3 294-5 299-1 312-6
S4 282-1 286-5 309-3
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 385-1 373-5 328-7
R3 362-1 350-5 322-5
R2 339-1 339-1 320-4
R1 327-5 327-5 318-3 321-7
PP 316-1 316-1 316-1 313-2
S1 304-5 304-5 314-1 298-7
S2 293-1 293-1 312-0
S3 270-1 281-5 309-7
S4 247-1 258-5 303-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 327-4 304-4 23-0 7.3% 9-2 2.9% 51% True False 63,481
10 342-2 304-4 37-6 11.9% 9-3 3.0% 31% False False 66,346
20 393-4 304-4 89-0 28.1% 8-6 2.7% 13% False False 75,947
40 459-6 304-4 155-2 49.1% 8-6 2.8% 8% False False 60,650
60 459-6 304-4 155-2 49.1% 8-5 2.7% 8% False False 48,260
80 459-6 304-4 155-2 49.1% 7-7 2.5% 8% False False 39,311
100 459-6 304-4 155-2 49.1% 7-3 2.3% 8% False False 33,026
120 459-6 304-4 155-2 49.1% 7-0 2.2% 8% False False 28,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 380-5
2.618 360-2
1.618 347-6
1.000 340-0
0.618 335-2
HIGH 327-4
0.618 322-6
0.500 321-2
0.382 319-6
LOW 315-0
0.618 307-2
1.000 302-4
1.618 294-6
2.618 282-2
4.250 261-7
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 321-2 316-1
PP 319-5 316-1
S1 317-7 316-0

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

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