CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 330-4 320-4 -10-0 -3.0% 332-6
High 332-4 320-6 -11-6 -3.5% 349-2
Low 320-4 314-6 -5-6 -1.8% 324-6
Close 322-0 319-2 -2-6 -0.9% 331-4
Range 12-0 6-0 -6-0 -50.0% 24-4
ATR 10-7 10-5 -0-2 -2.4% 0-0
Volume 104,437 102,836 -1,601 -1.5% 563,119
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 336-2 333-6 322-4
R3 330-2 327-6 320-7
R2 324-2 324-2 320-3
R1 321-6 321-6 319-6 320-0
PP 318-2 318-2 318-2 317-3
S1 315-6 315-6 318-6 314-0
S2 312-2 312-2 318-1
S3 306-2 309-6 317-5
S4 300-2 303-6 316-0
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 408-5 394-5 345-0
R3 384-1 370-1 338-2
R2 359-5 359-5 336-0
R1 345-5 345-5 333-6 340-3
PP 335-1 335-1 335-1 332-4
S1 321-1 321-1 329-2 315-7
S2 310-5 310-5 327-0
S3 286-1 296-5 324-6
S4 261-5 272-1 318-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 334-6 314-6 20-0 6.3% 8-1 2.6% 23% False True 103,453
10 349-2 314-6 34-4 10.8% 8-5 2.7% 13% False True 104,111
20 411-0 314-6 96-2 30.1% 8-5 2.7% 5% False True 114,820
40 473-0 314-6 158-2 49.6% 8-7 2.8% 3% False True 89,045
60 473-0 314-6 158-2 49.6% 8-7 2.8% 3% False True 74,647
80 473-0 314-6 158-2 49.6% 8-7 2.8% 3% False True 62,636
100 473-0 314-6 158-2 49.6% 8-4 2.6% 3% False True 54,671
120 473-0 314-6 158-2 49.6% 8-4 2.7% 3% False True 48,210
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 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 346-2
2.618 336-4
1.618 330-4
1.000 326-6
0.618 324-4
HIGH 320-6
0.618 318-4
0.500 317-6
0.382 317-0
LOW 314-6
0.618 311-0
1.000 308-6
1.618 305-0
2.618 299-0
4.250 289-2
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 318-6 324-3
PP 318-2 322-5
S1 317-6 321-0

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

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