CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 350-4 353-0 2-4 0.7% 314-0
High 364-4 360-4 -4-0 -1.1% 339-6
Low 350-4 353-0 2-4 0.7% 314-0
Close 358-0 354-4 -3-4 -1.0% 339-4
Range 14-0 7-4 -6-4 -46.4% 25-6
ATR 11-5 11-2 -0-2 -2.5% 0-0
Volume 61,754 79,905 18,151 29.4% 309,508
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 378-4 374-0 358-5
R3 371-0 366-4 356-4
R2 363-4 363-4 355-7
R1 359-0 359-0 355-2 361-2
PP 356-0 356-0 356-0 357-1
S1 351-4 351-4 353-6 353-6
S2 348-4 348-4 353-1
S3 341-0 344-0 352-4
S4 333-4 336-4 350-3
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 408-3 399-5 353-5
R3 382-5 373-7 346-5
R2 356-7 356-7 344-2
R1 348-1 348-1 341-7 352-4
PP 331-1 331-1 331-1 333-2
S1 322-3 322-3 337-1 326-6
S2 305-3 305-3 334-6
S3 279-5 296-5 332-3
S4 253-7 270-7 325-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 364-4 315-4 49-0 13.8% 8-6 2.5% 80% False False 70,315
10 364-4 304-4 60-0 16.9% 8-7 2.5% 83% False False 64,547
20 364-4 304-4 60-0 16.9% 8-7 2.5% 83% False False 69,330
40 458-0 304-4 153-4 43.3% 8-6 2.5% 33% False False 66,122
60 459-6 304-4 155-2 43.8% 8-5 2.4% 32% False False 53,188
80 459-6 304-4 155-2 43.8% 8-2 2.3% 32% False False 44,098
100 459-6 304-4 155-2 43.8% 7-4 2.1% 32% False False 36,957
120 459-6 304-4 155-2 43.8% 7-2 2.0% 32% False False 31,921
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 392-3
2.618 380-1
1.618 372-5
1.000 368-0
0.618 365-1
HIGH 360-4
0.618 357-5
0.500 356-6
0.382 355-7
LOW 353-0
0.618 348-3
1.000 345-4
1.618 340-7
2.618 333-3
4.250 321-1
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 356-6 352-1
PP 356-0 349-5
S1 355-2 347-2

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

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