CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 320-2 321-0 0-6 0.2% 327-4
High 323-0 329-0 6-0 1.9% 342-4
Low 318-4 319-4 1-0 0.3% 322-0
Close 322-4 327-4 5-0 1.6% 327-6
Range 4-4 9-4 5-0 111.1% 20-4
ATR 11-5 11-4 -0-1 -1.3% 0-0
Volume 123,950 77,792 -46,158 -37.2% 734,462
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 353-7 350-1 332-6
R3 344-3 340-5 330-1
R2 334-7 334-7 329-2
R1 331-1 331-1 328-3 333-0
PP 325-3 325-3 325-3 326-2
S1 321-5 321-5 326-5 323-4
S2 315-7 315-7 325-6
S3 306-3 312-1 324-7
S4 296-7 302-5 322-2
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
5 342-4 311-6 30-6 9.4% 7-7 2.4% 51% False False 120,104
10 351-2 311-6 39-4 12.1% 9-5 2.9% 40% False False 129,046
20 375-2 311-6 63-4 19.4% 10-2 3.1% 25% False False 120,608
40 411-0 311-6 99-2 30.3% 9-3 2.9% 16% False False 117,714
60 473-0 311-6 161-2 49.2% 9-2 2.8% 10% False False 99,566
80 473-0 311-6 161-2 49.2% 9-2 2.8% 10% False False 86,138
100 473-0 311-6 161-2 49.2% 9-1 2.8% 10% False False 74,230
120 473-0 311-6 161-2 49.2% 8-6 2.7% 10% False False 65,661
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 369-3
2.618 353-7
1.618 344-3
1.000 338-4
0.618 334-7
HIGH 329-0
0.618 325-3
0.500 324-2
0.382 323-1
LOW 319-4
0.618 313-5
1.000 310-0
1.618 304-1
2.618 294-5
4.250 279-1
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 326-3 325-1
PP 325-3 322-6
S1 324-2 320-3

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

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