CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 327-4 330-2 2-6 0.8% 361-0
High 336-2 333-2 -3-0 -0.9% 375-2
Low 327-4 328-4 1-0 0.3% 326-0
Close 330-4 331-0 0-4 0.2% 326-4
Range 8-6 4-6 -4-0 -45.7% 49-2
ATR 12-5 12-0 -0-4 -4.4% 0-0
Volume 153,735 146,443 -7,292 -4.7% 640,281
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 345-1 342-7 333-5
R3 340-3 338-1 332-2
R2 335-5 335-5 331-7
R1 333-3 333-3 331-3 334-4
PP 330-7 330-7 330-7 331-4
S1 328-5 328-5 330-5 329-6
S2 326-1 326-1 330-1
S3 321-3 323-7 329-6
S4 316-5 319-1 328-3
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
5 367-4 326-0 41-4 12.5% 11-5 3.5% 12% False False 133,139
10 375-2 322-6 52-4 15.9% 10-5 3.2% 16% False False 125,244
20 375-2 314-6 60-4 18.3% 10-1 3.0% 27% False False 115,332
40 432-4 314-6 117-6 35.6% 9-2 2.8% 14% False False 111,704
60 473-0 314-6 158-2 47.8% 9-3 2.8% 10% False False 91,734
80 473-0 314-6 158-2 47.8% 9-1 2.8% 10% False False 79,386
100 473-0 314-6 158-2 47.8% 8-7 2.7% 10% False False 68,376
120 473-0 314-6 158-2 47.8% 8-6 2.6% 10% False False 60,485
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 353-4
2.618 345-5
1.618 340-7
1.000 338-0
0.618 336-1
HIGH 333-2
0.618 331-3
0.500 330-7
0.382 330-3
LOW 328-4
0.618 325-5
1.000 323-6
1.618 320-7
2.618 316-1
4.250 308-2
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 331-0 333-0
PP 330-7 332-3
S1 330-7 331-5

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

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