CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 348-6 338-4 -10-2 -2.9% 361-0
High 351-2 340-0 -11-2 -3.2% 375-2
Low 339-0 326-0 -13-0 -3.8% 326-0
Close 340-2 326-4 -13-6 -4.0% 326-4
Range 12-2 14-0 1-6 14.3% 49-2
ATR 12-5 12-6 0-1 0.9% 0-0
Volume 137,006 125,325 -11,681 -8.5% 640,281
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 372-7 363-5 334-2
R3 358-7 349-5 330-3
R2 344-7 344-7 329-1
R1 335-5 335-5 327-6 333-2
PP 330-7 330-7 330-7 329-5
S1 321-5 321-5 325-2 319-2
S2 316-7 316-7 323-7
S3 302-7 307-5 322-5
S4 288-7 293-5 318-6
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 490-3 457-5 353-5
R3 441-1 408-3 340-0
R2 391-7 391-7 335-4
R1 359-1 359-1 331-0 350-7
PP 342-5 342-5 342-5 338-4
S1 309-7 309-7 322-0 301-5
S2 293-3 293-3 317-4
S3 244-1 260-5 313-0
S4 194-7 211-3 299-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 375-2 326-0 49-2 15.1% 13-4 4.1% 1% False True 128,056
10 375-2 322-6 52-4 16.1% 10-7 3.3% 7% False False 112,777
20 375-2 314-6 60-4 18.5% 10-2 3.1% 19% False False 111,387
40 458-6 314-6 144-0 44.1% 9-5 2.9% 8% False False 107,714
60 473-0 314-6 158-2 48.5% 9-3 2.9% 7% False False 88,616
80 473-0 314-6 158-2 48.5% 9-2 2.8% 7% False False 76,165
100 473-0 314-6 158-2 48.5% 8-7 2.7% 7% False False 65,848
120 473-0 314-6 158-2 48.5% 8-6 2.7% 7% False False 58,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 399-4
2.618 376-5
1.618 362-5
1.000 354-0
0.618 348-5
HIGH 340-0
0.618 334-5
0.500 333-0
0.382 331-3
LOW 326-0
0.618 317-3
1.000 312-0
1.618 303-3
2.618 289-3
4.250 266-4
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 333-0 346-6
PP 330-7 340-0
S1 328-5 333-2

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

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