CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 325-0 320-0 -5-0 -1.5% 350-4
High 328-2 335-4 7-2 2.2% 364-4
Low 323-6 319-4 -4-2 -1.3% 321-4
Close 326-4 330-6 4-2 1.3% 322-0
Range 4-4 16-0 11-4 255.6% 43-0
ATR 11-4 11-6 0-3 2.8% 0-0
Volume 99,696 98,630 -1,066 -1.1% 357,338
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 376-5 369-5 339-4
R3 360-5 353-5 335-1
R2 344-5 344-5 333-5
R1 337-5 337-5 332-2 341-1
PP 328-5 328-5 328-5 330-2
S1 321-5 321-5 329-2 325-1
S2 312-5 312-5 327-7
S3 296-5 305-5 326-3
S4 280-5 289-5 322-0
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
5 342-4 319-4 23-0 7.0% 10-5 3.2% 49% False True 90,003
10 364-4 319-4 45-0 13.6% 10-7 3.3% 25% False True 76,789
20 364-4 304-4 60-0 18.1% 9-4 2.9% 44% False False 70,674
40 416-4 304-4 112-0 33.9% 9-0 2.7% 23% False False 70,406
60 459-6 304-4 155-2 46.9% 9-0 2.7% 17% False False 59,034
80 459-6 304-4 155-2 46.9% 8-5 2.6% 17% False False 49,451
100 459-6 304-4 155-2 46.9% 8-0 2.4% 17% False False 41,453
120 459-6 304-4 155-2 46.9% 7-5 2.3% 17% False False 35,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 403-4
2.618 377-3
1.618 361-3
1.000 351-4
0.618 345-3
HIGH 335-4
0.618 329-3
0.500 327-4
0.382 325-5
LOW 319-4
0.618 309-5
1.000 303-4
1.618 293-5
2.618 277-5
4.250 251-4
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 329-5 329-5
PP 328-5 328-5
S1 327-4 327-4

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

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