CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 330-2 321-4 -8-6 -2.6% 330-4
High 332-0 330-4 -1-4 -0.5% 337-4
Low 324-4 320-0 -4-4 -1.4% 321-0
Close 329-0 329-6 0-6 0.2% 329-0
Range 7-4 10-4 3-0 40.0% 16-4
ATR 10-3 10-3 0-0 0.1% 0-0
Volume 96,705 115,187 18,482 19.1% 495,678
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 358-2 354-4 335-4
R3 347-6 344-0 332-5
R2 337-2 337-2 331-5
R1 333-4 333-4 330-6 335-3
PP 326-6 326-6 326-6 327-6
S1 323-0 323-0 328-6 324-7
S2 316-2 316-2 327-7
S3 305-6 312-4 326-7
S4 295-2 302-0 324-0
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 378-5 370-3 338-1
R3 362-1 353-7 333-4
R2 345-5 345-5 332-0
R1 337-3 337-3 330-4 333-2
PP 329-1 329-1 329-1 327-1
S1 320-7 320-7 327-4 316-6
S2 312-5 312-5 326-0
S3 296-1 304-3 324-4
S4 279-5 287-7 319-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 337-4 320-0 17-4 5.3% 9-4 2.9% 56% False True 103,617
10 337-4 318-4 19-0 5.8% 8-2 2.5% 59% False False 99,190
20 372-0 311-6 60-2 18.3% 9-5 2.9% 30% False False 117,696
40 375-2 311-6 63-4 19.3% 9-4 2.9% 28% False False 115,265
60 471-4 311-6 159-6 48.4% 9-2 2.8% 11% False False 105,699
80 473-0 311-6 161-2 48.9% 9-1 2.8% 11% False False 92,444
100 473-0 311-6 161-2 48.9% 9-1 2.8% 11% False False 80,186
120 473-0 311-6 161-2 48.9% 8-7 2.7% 11% False False 71,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 375-1
2.618 358-0
1.618 347-4
1.000 341-0
0.618 337-0
HIGH 330-4
0.618 326-4
0.500 325-2
0.382 324-0
LOW 320-0
0.618 313-4
1.000 309-4
1.618 303-0
2.618 292-4
4.250 275-3
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 328-2 328-4
PP 326-6 327-2
S1 325-2 326-0

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

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