CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 309-4 313-4 4-0 1.3% 325-0
High 315-0 315-0 0-0 0.0% 336-0
Low 304-4 311-0 6-4 2.1% 318-0
Close 314-2 314-4 0-2 0.1% 319-2
Range 10-4 4-0 -6-4 -61.9% 18-0
ATR 11-5 11-1 -0-4 -4.7% 0-0
Volume 59,297 70,690 11,393 19.2% 489,249
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 325-4 324-0 316-6
R3 321-4 320-0 315-5
R2 317-4 317-4 315-2
R1 316-0 316-0 314-7 316-6
PP 313-4 313-4 313-4 313-7
S1 312-0 312-0 314-1 312-6
S2 309-4 309-4 313-6
S3 305-4 308-0 313-3
S4 301-4 304-0 312-2
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% 9-1 2.9% 32% False False 85,672
10 357-2 304-4 52-6 16.8% 10-0 3.2% 19% False False 83,491
20 364-4 304-4 60-0 19.1% 9-4 3.0% 17% False False 74,019
40 399-0 304-4 94-4 30.0% 9-0 2.8% 11% False False 74,536
60 459-6 304-4 155-2 49.4% 8-7 2.8% 6% False False 63,484
80 459-6 304-4 155-2 49.4% 8-6 2.8% 6% False False 52,690
100 459-6 304-4 155-2 49.4% 8-1 2.6% 6% False False 44,487
120 459-6 304-4 155-2 49.4% 7-5 2.4% 6% False False 38,383
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 332-0
2.618 325-4
1.618 321-4
1.000 319-0
0.618 317-4
HIGH 315-0
0.618 313-4
0.500 313-0
0.382 312-4
LOW 311-0
0.618 308-4
1.000 307-0
1.618 304-4
2.618 300-4
4.250 294-0
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 314-0 314-0
PP 313-4 313-4
S1 313-0 313-0

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

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