CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 366-0 364-6 -1-2 -0.3% 325-0
High 372-0 367-4 -4-4 -1.2% 350-0
Low 364-0 349-0 -15-0 -4.1% 322-6
Close 365-6 357-0 -8-6 -2.4% 349-4
Range 8-0 18-4 10-4 131.3% 27-2
ATR 11-6 12-2 0-4 4.1% 0-0
Volume 170,123 103,189 -66,934 -39.3% 487,498
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 413-3 403-5 367-1
R3 394-7 385-1 362-1
R2 376-3 376-3 360-3
R1 366-5 366-5 358-6 362-2
PP 357-7 357-7 357-7 355-5
S1 348-1 348-1 355-2 343-6
S2 339-3 339-3 353-5
S3 320-7 329-5 351-7
S4 302-3 311-1 346-7
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
5 375-2 335-0 40-2 11.3% 12-1 3.4% 55% False False 113,548
10 375-2 322-6 52-4 14.7% 10-6 3.0% 65% False False 112,171
20 375-2 314-6 60-4 16.9% 9-6 2.7% 70% False False 108,141
40 471-4 314-6 156-6 43.9% 9-4 2.7% 27% False False 104,257
60 473-0 314-6 158-2 44.3% 9-2 2.6% 27% False False 86,640
80 473-0 314-6 158-2 44.3% 9-1 2.5% 27% False False 73,568
100 473-0 314-6 158-2 44.3% 8-6 2.4% 27% False False 63,812
120 473-0 314-6 158-2 44.3% 8-5 2.4% 27% False False 56,361
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 1-6
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 446-1
2.618 415-7
1.618 397-3
1.000 386-0
0.618 378-7
HIGH 367-4
0.618 360-3
0.500 358-2
0.382 356-1
LOW 349-0
0.618 337-5
1.000 330-4
1.618 319-1
2.618 300-5
4.250 270-3
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 358-2 362-1
PP 357-7 360-3
S1 357-3 358-6

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

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