CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 308-4 302-0 -6-4 -2.1% 316-4
High 308-4 305-4 -3-0 -1.0% 326-2
Low 300-2 301-0 0-6 0.2% 300-2
Close 300-4 302-6 2-2 0.7% 300-4
Range 8-2 4-4 -3-6 -45.5% 26-0
ATR 9-6 9-3 -0-3 -3.5% 0-0
Volume 9,587 5,911 -3,676 -38.3% 166,142
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 316-5 314-1 305-2
R3 312-1 309-5 304-0
R2 307-5 307-5 303-5
R1 305-1 305-1 303-1 306-3
PP 303-1 303-1 303-1 303-6
S1 300-5 300-5 302-3 301-7
S2 298-5 298-5 301-7
S3 294-1 296-1 301-4
S4 289-5 291-5 300-2
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 387-0 369-6 314-6
R3 361-0 343-6 307-5
R2 335-0 335-0 305-2
R1 317-6 317-6 302-7 313-3
PP 309-0 309-0 309-0 306-6
S1 291-6 291-6 298-1 287-3
S2 283-0 283-0 295-6
S3 257-0 265-6 293-3
S4 231-0 239-6 286-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 324-0 300-2 23-6 7.8% 7-3 2.4% 11% False False 18,990
10 331-0 300-2 30-6 10.2% 8-3 2.7% 8% False False 37,469
20 336-0 300-2 35-6 11.8% 8-0 2.7% 7% False False 53,692
40 364-4 300-2 64-2 21.2% 8-6 2.9% 4% False False 60,778
60 425-0 300-2 124-6 41.2% 8-5 2.9% 2% False False 63,048
80 459-6 300-2 159-4 52.7% 8-7 2.9% 2% False False 55,579
100 459-6 300-2 159-4 52.7% 8-4 2.8% 2% False False 48,498
120 459-6 300-2 159-4 52.7% 7-7 2.6% 2% False False 41,969
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 324-5
2.618 317-2
1.618 312-6
1.000 310-0
0.618 308-2
HIGH 305-4
0.618 303-6
0.500 303-2
0.382 302-6
LOW 301-0
0.618 298-2
1.000 296-4
1.618 293-6
2.618 289-2
4.250 281-7
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 303-2 307-5
PP 303-1 306-0
S1 302-7 304-3

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

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