CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 335-0 338-4 3-4 1.0% 402-4
High 340-2 341-0 0-6 0.2% 403-0
Low 332-0 335-6 3-6 1.1% 357-0
Close 334-2 340-0 5-6 1.7% 357-4
Range 8-2 5-2 -3-0 -36.4% 46-0
ATR 12-1 11-6 -0-3 -3.1% 0-0
Volume 207,792 97,880 -109,912 -52.9% 432,137
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 354-5 352-5 342-7
R3 349-3 347-3 341-4
R2 344-1 344-1 341-0
R1 342-1 342-1 340-4 343-1
PP 338-7 338-7 338-7 339-4
S1 336-7 336-7 339-4 337-7
S2 333-5 333-5 339-0
S3 328-3 331-5 338-4
S4 323-1 326-3 337-1
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
5 364-0 332-0 32-0 9.4% 8-3 2.5% 25% False False 152,265
10 408-2 332-0 76-2 22.4% 8-2 2.4% 10% False False 124,780
20 469-2 332-0 137-2 40.4% 8-6 2.6% 6% False False 102,230
40 473-0 332-0 141-0 41.5% 9-0 2.7% 6% False False 77,427
60 473-0 332-0 141-0 41.5% 8-6 2.6% 6% False False 63,310
80 473-0 332-0 141-0 41.5% 8-4 2.5% 6% False False 53,629
100 473-0 332-0 141-0 41.5% 8-4 2.5% 6% False False 46,778
120 473-0 332-0 141-0 41.5% 8-6 2.6% 6% False False 41,582
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 363-2
2.618 354-6
1.618 349-4
1.000 346-2
0.618 344-2
HIGH 341-0
0.618 339-0
0.500 338-3
0.382 337-6
LOW 335-6
0.618 332-4
1.000 330-4
1.618 327-2
2.618 322-0
4.250 313-4
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 339-4 341-1
PP 338-7 340-6
S1 338-3 340-3

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

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