CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 364-6 348-6 -16-0 -4.4% 325-0
High 367-4 351-2 -16-2 -4.4% 350-0
Low 349-0 339-0 -10-0 -2.9% 322-6
Close 357-0 340-2 -16-6 -4.7% 349-4
Range 18-4 12-2 -6-2 -33.8% 27-2
ATR 12-2 12-5 0-3 3.3% 0-0
Volume 103,189 137,006 33,817 32.8% 487,498
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 380-2 372-4 347-0
R3 368-0 360-2 343-5
R2 355-6 355-6 342-4
R1 348-0 348-0 341-3 345-6
PP 343-4 343-4 343-4 342-3
S1 335-6 335-6 339-1 333-4
S2 331-2 331-2 338-0
S3 319-0 323-4 336-7
S4 306-6 311-2 333-4
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
5 375-2 339-0 36-2 10.7% 12-6 3.8% 3% False True 122,100
10 375-2 322-6 52-4 15.4% 10-6 3.2% 33% False False 114,171
20 375-2 314-6 60-4 17.8% 10-0 3.0% 42% False False 110,097
40 469-2 314-6 154-4 45.4% 9-3 2.8% 17% False False 106,163
60 473-0 314-6 158-2 46.5% 9-3 2.8% 16% False False 88,317
80 473-0 314-6 158-2 46.5% 9-1 2.7% 16% False False 75,007
100 473-0 314-6 158-2 46.5% 8-6 2.6% 16% False False 64,922
120 473-0 314-6 158-2 46.5% 8-6 2.6% 16% False False 57,331
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 403-2
2.618 383-3
1.618 371-1
1.000 363-4
0.618 358-7
HIGH 351-2
0.618 346-5
0.500 345-1
0.382 343-5
LOW 339-0
0.618 331-3
1.000 326-6
1.618 319-1
2.618 306-7
4.250 287-0
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 345-1 355-4
PP 343-4 350-3
S1 341-7 345-3

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

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