CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 320-0 309-4 -10-4 -3.3% 325-0
High 321-4 315-0 -6-4 -2.0% 336-0
Low 318-0 304-4 -13-4 -4.2% 318-0
Close 319-2 314-2 -5-0 -1.6% 319-2
Range 3-4 10-4 7-0 200.0% 18-0
ATR 11-3 11-5 0-2 2.1% 0-0
Volume 100,230 59,297 -40,933 -40.8% 489,249
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 342-6 339-0 320-0
R3 332-2 328-4 317-1
R2 321-6 321-6 316-1
R1 318-0 318-0 315-2 319-7
PP 311-2 311-2 311-2 312-2
S1 307-4 307-4 313-2 309-3
S2 300-6 300-6 312-3
S3 290-2 297-0 311-3
S4 279-6 286-4 308-4
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 378-3 366-7 329-1
R3 360-3 348-7 324-2
R2 342-3 342-3 322-4
R1 330-7 330-7 320-7 327-5
PP 324-3 324-3 324-3 322-6
S1 312-7 312-7 317-5 309-5
S2 306-3 306-3 316-0
S3 288-3 294-7 314-2
S4 270-3 276-7 309-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 336-0 304-4 31-4 10.0% 9-2 2.9% 31% False True 91,473
10 360-4 304-4 56-0 17.8% 10-3 3.3% 17% False True 84,413
20 364-4 304-4 60-0 19.1% 9-6 3.1% 16% False True 74,345
40 399-0 304-4 94-4 30.1% 9-0 2.9% 10% False True 73,919
60 459-6 304-4 155-2 49.4% 9-0 2.9% 6% False True 62,431
80 459-6 304-4 155-2 49.4% 8-6 2.8% 6% False True 52,002
100 459-6 304-4 155-2 49.4% 8-1 2.6% 6% False True 43,897
120 459-6 304-4 155-2 49.4% 7-5 2.4% 6% False True 37,821
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 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 359-5
2.618 342-4
1.618 332-0
1.000 325-4
0.618 321-4
HIGH 315-0
0.618 311-0
0.500 309-6
0.382 308-4
LOW 304-4
0.618 298-0
1.000 294-0
1.618 287-4
2.618 277-0
4.250 259-7
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 312-6 320-2
PP 311-2 318-2
S1 309-6 316-2

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

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