CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 324-0 326-0 2-0 0.6% 309-4
High 327-0 330-0 3-0 0.9% 327-0
Low 318-0 324-4 6-4 2.0% 304-4
Close 321-6 329-4 7-6 2.4% 321-6
Range 9-0 5-4 -3-4 -38.9% 22-4
ATR 10-3 10-2 -0-1 -1.4% 0-0
Volume 34,627 43,812 9,185 26.5% 257,275
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 344-4 342-4 332-4
R3 339-0 337-0 331-0
R2 333-4 333-4 330-4
R1 331-4 331-4 330-0 332-4
PP 328-0 328-0 328-0 328-4
S1 326-0 326-0 329-0 327-0
S2 322-4 322-4 328-4
S3 317-0 320-4 328-0
S4 311-4 315-0 326-4
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 385-2 376-0 334-1
R3 362-6 353-4 328-0
R2 340-2 340-2 325-7
R1 331-0 331-0 323-6 335-5
PP 317-6 317-6 317-6 320-0
S1 308-4 308-4 319-6 313-1
S2 295-2 295-2 317-5
S3 272-6 286-0 315-4
S4 250-2 263-4 309-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 330-0 311-0 19-0 5.8% 6-3 1.9% 97% True False 48,358
10 336-0 304-4 31-4 9.6% 7-6 2.4% 79% False False 69,915
20 364-4 304-4 60-0 18.2% 8-7 2.7% 42% False False 70,491
40 390-6 304-4 86-2 26.2% 8-7 2.7% 29% False False 72,770
60 459-6 304-4 155-2 47.1% 8-7 2.7% 16% False False 63,787
80 459-6 304-4 155-2 47.1% 8-5 2.6% 16% False False 54,139
100 459-6 304-4 155-2 47.1% 8-1 2.5% 16% False False 45,940
120 459-6 304-4 155-2 47.1% 7-5 2.3% 16% False False 39,599
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 353-3
2.618 344-3
1.618 338-7
1.000 335-4
0.618 333-3
HIGH 330-0
0.618 327-7
0.500 327-2
0.382 326-5
LOW 324-4
0.618 321-1
1.000 319-0
1.618 315-5
2.618 310-1
4.250 301-1
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 328-6 327-4
PP 328-0 325-3
S1 327-2 323-3

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

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