CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 313-0 321-4 8-4 2.7% 325-0
High 321-4 321-4 0-0 0.0% 336-0
Low 313-0 316-6 3-6 1.2% 318-0
Close 320-0 318-4 -1-4 -0.5% 319-2
Range 8-4 4-6 -3-6 -44.1% 18-0
ATR 10-7 10-4 -0-4 -4.0% 0-0
Volume 46,943 45,718 -1,225 -2.6% 489,249
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 333-1 330-5 321-1
R3 328-3 325-7 319-6
R2 323-5 323-5 319-3
R1 321-1 321-1 318-7 320-0
PP 318-7 318-7 318-7 318-3
S1 316-3 316-3 318-1 315-2
S2 314-1 314-1 317-5
S3 309-3 311-5 317-2
S4 304-5 306-7 315-7
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
5 321-4 304-4 17-0 5.3% 6-2 2.0% 82% True False 64,575
10 336-0 304-4 31-4 9.9% 8-4 2.7% 44% False False 79,665
20 364-4 304-4 60-0 18.8% 9-2 2.9% 23% False False 71,993
40 396-4 304-4 92-0 28.9% 8-7 2.8% 15% False False 73,443
60 459-6 304-4 155-2 48.7% 8-7 2.8% 9% False False 63,891
80 459-6 304-4 155-2 48.7% 8-6 2.7% 9% False False 53,520
100 459-6 304-4 155-2 48.7% 8-2 2.6% 9% False False 45,332
120 459-6 304-4 155-2 48.7% 7-5 2.4% 9% False False 39,084
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 341-6
2.618 333-7
1.618 329-1
1.000 326-2
0.618 324-3
HIGH 321-4
0.618 319-5
0.500 319-1
0.382 318-5
LOW 316-6
0.618 313-7
1.000 312-0
1.618 309-1
2.618 304-3
4.250 296-4
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 319-1 317-6
PP 318-7 317-0
S1 318-6 316-2

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

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