CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 330-0 337-6 7-6 2.3% 333-2
High 339-4 338-4 -1-0 -0.3% 339-4
Low 326-6 325-4 -1-2 -0.4% 314-6
Close 338-6 327-2 -11-4 -3.4% 327-2
Range 12-6 13-0 0-2 2.0% 24-6
ATR 11-3 11-4 0-1 1.2% 0-0
Volume 117,009 139,256 22,247 19.0% 536,857
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 369-3 361-3 334-3
R3 356-3 348-3 330-7
R2 343-3 343-3 329-5
R1 335-3 335-3 328-4 332-7
PP 330-3 330-3 330-3 329-2
S1 322-3 322-3 326-0 319-7
S2 317-3 317-3 324-7
S3 304-3 309-3 323-5
S4 291-3 296-3 320-1
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 401-3 389-1 340-7
R3 376-5 364-3 334-0
R2 351-7 351-7 331-6
R1 339-5 339-5 329-4 333-3
PP 327-1 327-1 327-1 324-0
S1 314-7 314-7 325-0 308-5
S2 302-3 302-3 322-6
S3 277-5 290-1 320-4
S4 252-7 265-3 313-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 339-4 314-6 24-6 7.6% 9-7 3.0% 51% False False 107,371
10 349-2 314-6 34-4 10.5% 9-5 2.9% 36% False False 109,997
20 406-2 314-6 91-4 28.0% 9-1 2.8% 14% False False 116,757
40 473-0 314-6 158-2 48.4% 9-0 2.8% 8% False False 92,783
60 473-0 314-6 158-2 48.4% 9-0 2.8% 8% False False 77,925
80 473-0 314-6 158-2 48.4% 8-7 2.7% 8% False False 65,351
100 473-0 314-6 158-2 48.4% 8-5 2.6% 8% False False 56,903
120 473-0 314-6 158-2 48.4% 8-5 2.6% 8% False False 50,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 393-6
2.618 372-4
1.618 359-4
1.000 351-4
0.618 346-4
HIGH 338-4
0.618 333-4
0.500 332-0
0.382 330-4
LOW 325-4
0.618 317-4
1.000 312-4
1.618 304-4
2.618 291-4
4.250 270-2
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 332-0 327-2
PP 330-3 327-1
S1 328-7 327-1

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

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