CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 332-6 342-4 9-6 2.9% 346-4
High 339-6 346-0 6-2 1.8% 350-2
Low 329-4 339-4 10-0 3.0% 328-4
Close 339-4 345-4 6-0 1.8% 338-0
Range 10-2 6-4 -3-6 -36.6% 21-6
ATR 11-5 11-2 -0-3 -3.1% 0-0
Volume 108,262 113,031 4,769 4.4% 703,162
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 363-1 360-7 349-1
R3 356-5 354-3 347-2
R2 350-1 350-1 346-6
R1 347-7 347-7 346-1 349-0
PP 343-5 343-5 343-5 344-2
S1 341-3 341-3 344-7 342-4
S2 337-1 337-1 344-2
S3 330-5 334-7 343-6
S4 324-1 328-3 341-7
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 404-1 392-7 350-0
R3 382-3 371-1 344-0
R2 360-5 360-5 342-0
R1 349-3 349-3 340-0 344-1
PP 338-7 338-7 338-7 336-2
S1 327-5 327-5 336-0 322-3
S2 317-1 317-1 334-0
S3 295-3 305-7 332-0
S4 273-5 284-1 326-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 346-0 328-4 17-4 5.1% 8-0 2.3% 97% True False 125,298
10 375-0 328-4 46-4 13.5% 8-6 2.5% 37% False False 126,383
20 432-4 328-4 104-0 30.1% 8-4 2.5% 16% False False 108,076
40 473-0 328-4 144-4 41.8% 9-0 2.6% 12% False False 79,935
60 473-0 328-4 144-4 41.8% 8-7 2.6% 12% False False 67,405
80 473-0 328-4 144-4 41.8% 8-4 2.5% 12% False False 56,637
100 473-0 328-4 144-4 41.8% 8-4 2.5% 12% False False 49,516
120 473-0 328-4 144-4 41.8% 8-4 2.5% 12% False False 43,784
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 373-5
2.618 363-0
1.618 356-4
1.000 352-4
0.618 350-0
HIGH 346-0
0.618 343-4
0.500 342-6
0.382 342-0
LOW 339-4
0.618 335-4
1.000 333-0
1.618 329-0
2.618 322-4
4.250 311-7
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 344-5 342-6
PP 343-5 340-0
S1 342-6 337-2

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

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