CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 361-0 366-0 5-0 1.4% 325-0
High 375-2 372-0 -3-2 -0.9% 350-0
Low 360-4 364-0 3-4 1.0% 322-6
Close 369-0 365-6 -3-2 -0.9% 349-4
Range 14-6 8-0 -6-6 -45.8% 27-2
ATR 12-1 11-6 -0-2 -2.4% 0-0
Volume 104,638 170,123 65,485 62.6% 487,498
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 391-2 386-4 370-1
R3 383-2 378-4 368-0
R2 375-2 375-2 367-2
R1 370-4 370-4 366-4 368-7
PP 367-2 367-2 367-2 366-4
S1 362-4 362-4 365-0 360-7
S2 359-2 359-2 364-2
S3 351-2 354-4 363-4
S4 343-2 346-4 361-3
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 422-4 413-2 364-4
R3 395-2 386-0 357-0
R2 368-0 368-0 354-4
R1 358-6 358-6 352-0 363-3
PP 340-6 340-6 340-6 343-0
S1 331-4 331-4 347-0 336-1
S2 313-4 313-4 344-4
S3 286-2 304-2 342-0
S4 259-0 277-0 334-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 375-2 322-6 52-4 14.4% 9-4 2.6% 82% False False 117,348
10 375-2 314-6 60-4 16.5% 9-4 2.6% 84% False False 112,136
20 375-2 314-6 60-4 16.5% 9-1 2.5% 84% False False 113,371
40 471-4 314-6 156-6 42.9% 9-1 2.5% 33% False False 102,821
60 473-0 314-6 158-2 43.3% 9-0 2.5% 32% False False 85,684
80 473-0 314-6 158-2 43.3% 8-7 2.4% 32% False False 72,606
100 473-0 314-6 158-2 43.3% 8-5 2.4% 32% False False 63,144
120 473-0 314-6 158-2 43.3% 8-5 2.3% 32% False False 55,605
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 406-0
2.618 393-0
1.618 385-0
1.000 380-0
0.618 377-0
HIGH 372-0
0.618 369-0
0.500 368-0
0.382 367-0
LOW 364-0
0.618 359-0
1.000 356-0
1.618 351-0
2.618 343-0
4.250 330-0
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 368-0 363-0
PP 367-2 360-1
S1 366-4 357-3

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

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