CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 322-0 324-0 2-0 0.6% 326-0
High 324-0 325-4 1-4 0.5% 331-0
Low 315-0 317-4 2-4 0.8% 315-0
Close 323-0 321-0 -2-0 -0.6% 321-0
Range 9-0 8-0 -1-0 -11.1% 16-0
ATR 9-7 9-6 -0-1 -1.4% 0-0
Volume 43,896 57,228 13,332 30.4% 246,453
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 345-3 341-1 325-3
R3 337-3 333-1 323-2
R2 329-3 329-3 322-4
R1 325-1 325-1 321-6 323-2
PP 321-3 321-3 321-3 320-3
S1 317-1 317-1 320-2 315-2
S2 313-3 313-3 319-4
S3 305-3 309-1 318-6
S4 297-3 301-1 316-5
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 370-3 361-5 329-6
R3 354-3 345-5 325-3
R2 338-3 338-3 323-7
R1 329-5 329-5 322-4 326-0
PP 322-3 322-3 322-3 320-4
S1 313-5 313-5 319-4 310-0
S2 306-3 306-3 318-1
S3 290-3 297-5 316-5
S4 274-3 281-5 312-2
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% 8-1 2.5% 38% False False 49,290
10 331-0 304-4 26-4 8.3% 7-6 2.4% 62% False False 50,372
20 364-4 304-4 60-0 18.7% 9-2 2.9% 28% False False 67,515
40 364-4 304-4 60-0 18.7% 9-0 2.8% 28% False False 70,583
60 458-0 304-4 153-4 47.8% 8-6 2.7% 11% False False 65,340
80 459-6 304-4 155-2 48.4% 8-5 2.7% 11% False False 55,703
100 459-6 304-4 155-2 48.4% 8-2 2.6% 11% False False 47,601
120 459-6 304-4 155-2 48.4% 7-7 2.4% 11% False False 40,999
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 359-4
2.618 346-4
1.618 338-4
1.000 333-4
0.618 330-4
HIGH 325-4
0.618 322-4
0.500 321-4
0.382 320-4
LOW 317-4
0.618 312-4
1.000 309-4
1.618 304-4
2.618 296-4
4.250 283-4
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 321-4 320-6
PP 321-3 320-4
S1 321-1 320-2

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

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