CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 326-0 327-0 1-0 0.3% 309-4
High 330-0 331-0 1-0 0.3% 327-0
Low 324-4 318-0 -6-4 -2.0% 304-4
Close 329-4 321-4 -8-0 -2.4% 321-6
Range 5-4 13-0 7-4 136.4% 22-4
ATR 10-2 10-3 0-2 2.0% 0-0
Volume 43,812 52,786 8,974 20.5% 257,275
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 362-4 355-0 328-5
R3 349-4 342-0 325-1
R2 336-4 336-4 323-7
R1 329-0 329-0 322-6 326-2
PP 323-4 323-4 323-4 322-1
S1 316-0 316-0 320-2 313-2
S2 310-4 310-4 319-1
S3 297-4 303-0 317-7
S4 284-4 290-0 314-3
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
5 331-0 313-0 18-0 5.6% 8-1 2.5% 47% True False 44,777
10 336-0 304-4 31-4 9.8% 8-5 2.7% 54% False False 65,224
20 364-4 304-4 60-0 18.7% 9-2 2.9% 28% False False 70,518
40 364-4 304-4 60-0 18.7% 9-0 2.8% 28% False False 72,393
60 459-6 304-4 155-2 48.3% 9-0 2.8% 11% False False 64,313
80 459-6 304-4 155-2 48.3% 8-5 2.7% 11% False False 54,500
100 459-6 304-4 155-2 48.3% 8-2 2.6% 11% False False 46,369
120 459-6 304-4 155-2 48.3% 7-6 2.4% 11% False False 39,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 386-2
2.618 365-0
1.618 352-0
1.000 344-0
0.618 339-0
HIGH 331-0
0.618 326-0
0.500 324-4
0.382 323-0
LOW 318-0
0.618 310-0
1.000 305-0
1.618 297-0
2.618 284-0
4.250 262-6
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 324-4 324-4
PP 323-4 323-4
S1 322-4 322-4

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

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