CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 327-0 321-0 -6-0 -1.8% 309-4
High 331-0 323-0 -8-0 -2.4% 327-0
Low 318-0 318-0 0-0 0.0% 304-4
Close 321-4 320-4 -1-0 -0.3% 321-6
Range 13-0 5-0 -8-0 -61.5% 22-4
ATR 10-3 10-0 -0-3 -3.7% 0-0
Volume 52,786 48,731 -4,055 -7.7% 257,275
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 335-4 333-0 323-2
R3 330-4 328-0 321-7
R2 325-4 325-4 321-3
R1 323-0 323-0 321-0 321-6
PP 320-4 320-4 320-4 319-7
S1 318-0 318-0 320-0 316-6
S2 315-4 315-4 319-5
S3 310-4 313-0 319-1
S4 305-4 308-0 317-6
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
5 331-0 316-6 14-2 4.4% 7-4 2.3% 26% False False 45,134
10 336-0 304-4 31-4 9.8% 7-4 2.3% 51% False False 60,234
20 364-4 304-4 60-0 18.7% 9-2 2.9% 27% False False 68,511
40 364-4 304-4 60-0 18.7% 9-0 2.8% 27% False False 71,607
60 458-4 304-4 154-0 48.0% 8-7 2.8% 10% False False 64,758
80 459-6 304-4 155-2 48.4% 8-5 2.7% 10% False False 54,962
100 459-6 304-4 155-2 48.4% 8-2 2.6% 10% False False 46,733
120 459-6 304-4 155-2 48.4% 7-6 2.4% 10% False False 40,308
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 344-2
2.618 336-1
1.618 331-1
1.000 328-0
0.618 326-1
HIGH 323-0
0.618 321-1
0.500 320-4
0.382 319-7
LOW 318-0
0.618 314-7
1.000 313-0
1.618 309-7
2.618 304-7
4.250 296-6
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 320-4 324-4
PP 320-4 323-1
S1 320-4 321-7

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

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