CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 353-4 340-0 -13-4 -3.8% 314-0
High 357-2 342-4 -14-6 -4.1% 339-6
Low 340-0 332-0 -8-0 -2.4% 314-0
Close 347-0 332-4 -14-4 -4.2% 339-4
Range 17-2 10-4 -6-6 -39.1% 25-6
ATR 11-6 12-0 0-2 2.0% 0-0
Volume 55,168 75,758 20,590 37.3% 309,508
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 367-1 360-3 338-2
R3 356-5 349-7 335-3
R2 346-1 346-1 334-3
R1 339-3 339-3 333-4 337-4
PP 335-5 335-5 335-5 334-6
S1 328-7 328-7 331-4 327-0
S2 325-1 325-1 330-5
S3 314-5 318-3 329-5
S4 304-1 307-7 326-6
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
5 364-4 330-0 34-4 10.4% 11-6 3.5% 7% False False 65,254
10 364-4 314-0 50-4 15.2% 10-0 3.0% 37% False False 64,322
20 364-4 304-4 60-0 18.0% 9-4 2.9% 47% False False 64,931
40 456-0 304-4 151-4 45.6% 9-0 2.7% 18% False False 66,189
60 459-6 304-4 155-2 46.7% 8-7 2.7% 18% False False 54,882
80 459-6 304-4 155-2 46.7% 8-4 2.6% 18% False False 45,426
100 459-6 304-4 155-2 46.7% 7-6 2.3% 18% False False 38,023
120 459-6 304-4 155-2 46.7% 7-3 2.2% 18% False False 32,906
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 387-1
2.618 370-0
1.618 359-4
1.000 353-0
0.618 349-0
HIGH 342-4
0.618 338-4
0.500 337-2
0.382 336-0
LOW 332-0
0.618 325-4
1.000 321-4
1.618 315-0
2.618 304-4
4.250 287-3
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 337-2 346-2
PP 335-5 341-5
S1 334-1 337-1

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

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