CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 321-0 322-0 1-0 0.3% 309-4
High 323-0 324-0 1-0 0.3% 327-0
Low 318-0 315-0 -3-0 -0.9% 304-4
Close 320-4 323-0 2-4 0.8% 321-6
Range 5-0 9-0 4-0 80.0% 22-4
ATR 10-0 9-7 -0-1 -0.7% 0-0
Volume 48,731 43,896 -4,835 -9.9% 257,275
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 347-5 344-3 328-0
R3 338-5 335-3 325-4
R2 329-5 329-5 324-5
R1 326-3 326-3 323-7 328-0
PP 320-5 320-5 320-5 321-4
S1 317-3 317-3 322-1 319-0
S2 311-5 311-5 321-3
S3 302-5 308-3 320-4
S4 293-5 299-3 318-0
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
5 331-0 315-0 16-0 5.0% 8-2 2.6% 50% False True 44,770
10 331-0 304-4 26-4 8.2% 7-2 2.3% 70% False False 54,673
20 364-4 304-4 60-0 18.6% 9-2 2.9% 31% False False 67,338
40 364-4 304-4 60-0 18.6% 9-0 2.8% 31% False False 71,176
60 458-4 304-4 154-0 47.7% 8-7 2.7% 12% False False 65,060
80 459-6 304-4 155-2 48.1% 8-5 2.7% 12% False False 55,330
100 459-6 304-4 155-2 48.1% 8-2 2.6% 12% False False 47,104
120 459-6 304-4 155-2 48.1% 7-7 2.4% 12% False False 40,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 362-2
2.618 347-4
1.618 338-4
1.000 333-0
0.618 329-4
HIGH 324-0
0.618 320-4
0.500 319-4
0.382 318-4
LOW 315-0
0.618 309-4
1.000 306-0
1.618 300-4
2.618 291-4
4.250 276-6
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 321-7 323-0
PP 320-5 323-0
S1 319-4 323-0

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

View Archives - Comment on this page... - Back to Index of Symbols