CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 339-4 326-4 -13-0 -3.8% 327-4
High 342-4 329-2 -13-2 -3.9% 342-4
Low 331-2 325-6 -5-4 -1.7% 322-0
Close 332-0 327-6 -4-2 -1.3% 327-6
Range 11-2 3-4 -7-6 -68.9% 20-4
ATR 12-2 11-7 -0-3 -3.5% 0-0
Volume 160,517 146,339 -14,178 -8.8% 734,462
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 338-1 336-3 329-5
R3 334-5 332-7 328-6
R2 331-1 331-1 328-3
R1 329-3 329-3 328-1 330-2
PP 327-5 327-5 327-5 328-0
S1 325-7 325-7 327-3 326-6
S2 324-1 324-1 327-1
S3 320-5 322-3 326-6
S4 317-1 318-7 325-7
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 392-2 380-4 339-0
R3 371-6 360-0 333-3
R2 351-2 351-2 331-4
R1 339-4 339-4 329-5 345-3
PP 330-6 330-6 330-6 333-6
S1 319-0 319-0 325-7 324-7
S2 310-2 310-2 324-0
S3 289-6 298-4 322-1
S4 269-2 278-0 316-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 342-4 322-0 20-4 6.3% 9-0 2.8% 28% False False 146,892
10 375-2 322-0 53-2 16.2% 11-2 3.4% 11% False False 137,474
20 375-2 314-6 60-4 18.5% 10-1 3.1% 21% False False 119,954
40 427-6 314-6 113-0 34.5% 9-4 2.9% 12% False False 116,813
60 473-0 314-6 158-2 48.3% 9-3 2.9% 8% False False 96,637
80 473-0 314-6 158-2 48.3% 9-2 2.8% 8% False False 83,589
100 473-0 314-6 158-2 48.3% 9-0 2.8% 8% False False 71,976
120 473-0 314-6 158-2 48.3% 8-7 2.7% 8% False False 63,669
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 66 trading days
Fibonacci Retracements and Extensions
4.250 344-1
2.618 338-3
1.618 334-7
1.000 332-6
0.618 331-3
HIGH 329-2
0.618 327-7
0.500 327-4
0.382 327-1
LOW 325-6
0.618 323-5
1.000 322-2
1.618 320-1
2.618 316-5
4.250 310-7
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 327-5 332-2
PP 327-5 330-6
S1 327-4 329-2

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

View Archives - Comment on this page... - Back to Index of Symbols