CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 340-0 331-4 -8-4 -2.5% 350-4
High 342-4 333-4 -9-0 -2.6% 364-4
Low 332-0 321-4 -10-4 -3.2% 321-4
Close 332-4 322-0 -10-4 -3.2% 322-0
Range 10-4 12-0 1-4 14.3% 43-0
ATR 12-0 12-0 0-0 0.0% 0-0
Volume 75,758 84,753 8,995 11.9% 357,338
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 361-5 353-7 328-5
R3 349-5 341-7 325-2
R2 337-5 337-5 324-2
R1 329-7 329-7 323-1 327-6
PP 325-5 325-5 325-5 324-5
S1 317-7 317-7 320-7 315-6
S2 313-5 313-5 319-6
S3 301-5 305-7 318-6
S4 289-5 293-7 315-3
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 465-0 436-4 345-5
R3 422-0 393-4 333-7
R2 379-0 379-0 329-7
R1 350-4 350-4 326-0 343-2
PP 336-0 336-0 336-0 332-3
S1 307-4 307-4 318-0 300-2
S2 293-0 293-0 314-1
S3 250-0 264-4 310-1
S4 207-0 221-4 298-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 364-4 321-4 43-0 13.4% 12-2 3.8% 1% False True 71,467
10 364-4 314-0 50-4 15.7% 9-7 3.1% 16% False False 66,684
20 364-4 304-4 60-0 18.6% 9-5 3.0% 29% False False 66,515
40 446-0 304-4 141-4 43.9% 9-1 2.8% 12% False False 66,893
60 459-6 304-4 155-2 48.2% 9-0 2.8% 11% False False 55,343
80 459-6 304-4 155-2 48.2% 8-4 2.7% 11% False False 46,222
100 459-6 304-4 155-2 48.2% 7-6 2.4% 11% False False 38,802
120 459-6 304-4 155-2 48.2% 7-4 2.3% 11% False False 33,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 384-4
2.618 364-7
1.618 352-7
1.000 345-4
0.618 340-7
HIGH 333-4
0.618 328-7
0.500 327-4
0.382 326-1
LOW 321-4
0.618 314-1
1.000 309-4
1.618 302-1
2.618 290-1
4.250 270-4
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 327-4 339-3
PP 325-5 333-5
S1 323-7 327-6

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

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