CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 353-0 353-4 0-4 0.1% 314-0
High 360-4 357-2 -3-2 -0.9% 339-6
Low 353-0 340-0 -13-0 -3.7% 314-0
Close 354-4 347-0 -7-4 -2.1% 339-4
Range 7-4 17-2 9-6 130.0% 25-6
ATR 11-2 11-6 0-3 3.8% 0-0
Volume 79,905 55,168 -24,737 -31.0% 309,508
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 399-7 390-5 356-4
R3 382-5 373-3 351-6
R2 365-3 365-3 350-1
R1 356-1 356-1 348-5 352-1
PP 348-1 348-1 348-1 346-0
S1 338-7 338-7 345-3 334-7
S2 330-7 330-7 343-7
S3 313-5 321-5 342-2
S4 296-3 304-3 337-4
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
5 364-4 327-4 37-0 10.7% 11-1 3.2% 53% False False 63,575
10 364-4 314-0 50-4 14.6% 10-0 2.9% 65% False False 63,104
20 364-4 304-4 60-0 17.3% 9-2 2.7% 71% False False 63,933
40 458-0 304-4 153-4 44.2% 9-1 2.6% 28% False False 66,060
60 459-6 304-4 155-2 44.7% 8-6 2.5% 27% False False 53,827
80 459-6 304-4 155-2 44.7% 8-4 2.4% 27% False False 44,565
100 459-6 304-4 155-2 44.7% 7-5 2.2% 27% False False 37,350
120 459-6 304-4 155-2 44.7% 7-3 2.1% 27% False False 32,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 430-4
2.618 402-3
1.618 385-1
1.000 374-4
0.618 367-7
HIGH 357-2
0.618 350-5
0.500 348-5
0.382 346-5
LOW 340-0
0.618 329-3
1.000 322-6
1.618 312-1
2.618 294-7
4.250 266-6
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 348-5 352-2
PP 348-1 350-4
S1 347-4 348-6

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

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