CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 316-4 323-0 6-4 2.1% 326-0
High 326-2 324-0 -2-2 -0.7% 331-0
Low 315-0 311-0 -4-0 -1.3% 315-0
Close 326-2 312-2 -14-0 -4.3% 321-0
Range 11-2 13-0 1-6 15.6% 16-0
ATR 9-7 10-2 0-3 3.9% 0-0
Volume 77,099 36,359 -40,740 -52.8% 246,453
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 354-6 346-4 319-3
R3 341-6 333-4 315-7
R2 328-6 328-6 314-5
R1 320-4 320-4 313-4 318-1
PP 315-6 315-6 315-6 314-4
S1 307-4 307-4 311-0 305-1
S2 302-6 302-6 309-7
S3 289-6 294-4 308-5
S4 276-6 281-4 305-1
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
5 326-2 311-0 15-2 4.9% 9-2 3.0% 8% False True 52,662
10 331-0 311-0 20-0 6.4% 8-6 2.8% 6% False True 48,719
20 357-2 304-4 52-6 16.9% 9-3 3.0% 15% False False 66,105
40 364-4 304-4 60-0 19.2% 9-1 2.9% 13% False False 67,718
60 458-0 304-4 153-4 49.2% 9-0 2.9% 5% False False 66,116
80 459-6 304-4 155-2 49.7% 8-6 2.8% 5% False False 56,417
100 459-6 304-4 155-2 49.7% 8-4 2.7% 5% False False 48,499
120 459-6 304-4 155-2 49.7% 7-7 2.5% 5% False False 41,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 379-2
2.618 358-0
1.618 345-0
1.000 337-0
0.618 332-0
HIGH 324-0
0.618 319-0
0.500 317-4
0.382 316-0
LOW 311-0
0.618 303-0
1.000 298-0
1.618 290-0
2.618 277-0
4.250 255-6
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 317-4 318-5
PP 315-6 316-4
S1 314-0 314-3

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

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