CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 361-0 346-4 -14-4 -4.0% 402-4
High 364-0 349-6 -14-2 -3.9% 403-0
Low 357-0 343-6 -13-2 -3.7% 357-0
Close 357-4 344-2 -13-2 -3.7% 357-4
Range 7-0 6-0 -1-0 -14.3% 46-0
ATR 12-0 12-1 0-1 1.0% 0-0
Volume 157,691 138,603 -19,088 -12.1% 432,137
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 363-7 360-1 347-4
R3 357-7 354-1 345-7
R2 351-7 351-7 345-3
R1 348-1 348-1 344-6 347-0
PP 345-7 345-7 345-7 345-3
S1 342-1 342-1 343-6 341-0
S2 339-7 339-7 343-1
S3 333-7 336-1 342-5
S4 327-7 330-1 341-0
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 510-4 480-0 382-6
R3 464-4 434-0 370-1
R2 418-4 418-4 365-7
R1 388-0 388-0 361-6 380-2
PP 372-4 372-4 372-4 368-5
S1 342-0 342-0 353-2 334-2
S2 326-4 326-4 349-1
S3 280-4 296-0 344-7
S4 234-4 250-0 332-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 403-0 343-6 59-2 17.2% 7-7 2.3% 1% False True 114,148
10 411-0 343-6 67-2 19.5% 8-0 2.3% 1% False True 107,530
20 471-4 343-6 127-6 37.1% 8-6 2.5% 0% False True 86,568
40 473-0 343-6 129-2 37.5% 8-5 2.5% 0% False True 69,624
60 473-0 343-6 129-2 37.5% 8-6 2.6% 0% False True 56,800
80 473-0 343-6 129-2 37.5% 8-4 2.5% 0% False True 48,897
100 473-0 343-6 129-2 37.5% 8-3 2.4% 0% False True 42,587
120 473-0 343-6 129-2 37.5% 8-6 2.5% 0% False True 38,018
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 375-2
2.618 365-4
1.618 359-4
1.000 355-6
0.618 353-4
HIGH 349-6
0.618 347-4
0.500 346-6
0.382 346-0
LOW 343-6
0.618 340-0
1.000 337-6
1.618 334-0
2.618 328-0
4.250 318-2
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 346-6 358-5
PP 345-7 353-7
S1 345-1 349-0

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

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