CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 331-4 325-0 -6-4 -2.0% 350-4
High 333-4 334-2 0-6 0.2% 364-4
Low 321-4 324-2 2-6 0.9% 321-4
Close 322-0 324-2 2-2 0.7% 322-0
Range 12-0 10-0 -2-0 -16.7% 43-0
ATR 12-0 12-0 0-0 0.2% 0-0
Volume 84,753 91,180 6,427 7.6% 357,338
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 357-5 350-7 329-6
R3 347-5 340-7 327-0
R2 337-5 337-5 326-1
R1 330-7 330-7 325-1 329-2
PP 327-5 327-5 327-5 326-6
S1 320-7 320-7 323-3 319-2
S2 317-5 317-5 322-3
S3 307-5 310-7 321-4
S4 297-5 300-7 318-6
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
5 360-4 321-4 39-0 12.0% 11-4 3.5% 7% False False 77,352
10 364-4 315-4 49-0 15.1% 10-0 3.1% 18% False False 71,066
20 364-4 304-4 60-0 18.5% 9-4 2.9% 33% False False 67,864
40 425-0 304-4 120-4 37.2% 9-0 2.8% 16% False False 67,725
60 459-6 304-4 155-2 47.9% 9-1 2.8% 13% False False 56,208
80 459-6 304-4 155-2 47.9% 8-5 2.7% 13% False False 47,200
100 459-6 304-4 155-2 47.9% 7-7 2.4% 13% False False 39,624
120 459-6 304-4 155-2 47.9% 7-4 2.3% 13% False False 34,310
Crabel Price Patterns
NR True
NR4 True
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 1-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 376-6
2.618 360-3
1.618 350-3
1.000 344-2
0.618 340-3
HIGH 334-2
0.618 330-3
0.500 329-2
0.382 328-1
LOW 324-2
0.618 318-1
1.000 314-2
1.618 308-1
2.618 298-1
4.250 281-6
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 329-2 332-0
PP 327-5 329-3
S1 325-7 326-7

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

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