CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 321-4 325-2 3-6 1.2% 330-4
High 330-4 326-2 -4-2 -1.3% 337-4
Low 320-0 316-6 -3-2 -1.0% 321-0
Close 329-6 319-2 -10-4 -3.2% 329-0
Range 10-4 9-4 -1-0 -9.5% 16-4
ATR 10-3 10-5 0-1 1.8% 0-0
Volume 115,187 141,944 26,757 23.2% 495,678
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 349-2 343-6 324-4
R3 339-6 334-2 321-7
R2 330-2 330-2 321-0
R1 324-6 324-6 320-1 322-6
PP 320-6 320-6 320-6 319-6
S1 315-2 315-2 318-3 313-2
S2 311-2 311-2 317-4
S3 301-6 305-6 316-5
S4 292-2 296-2 314-0
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
5 332-0 316-6 15-2 4.8% 8-4 2.6% 16% False True 111,144
10 337-4 316-6 20-6 6.5% 8-6 2.8% 12% False True 100,989
20 367-4 311-6 55-6 17.5% 9-5 3.0% 13% False False 116,287
40 375-2 311-6 63-4 19.9% 9-3 3.0% 12% False False 114,829
60 471-4 311-6 159-6 50.0% 9-3 2.9% 5% False False 107,309
80 473-0 311-6 161-2 50.5% 9-1 2.9% 5% False False 93,335
100 473-0 311-6 161-2 50.5% 9-0 2.8% 5% False False 81,342
120 473-0 311-6 161-2 50.5% 8-6 2.8% 5% False False 72,001
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 366-5
2.618 351-1
1.618 341-5
1.000 335-6
0.618 332-1
HIGH 326-2
0.618 322-5
0.500 321-4
0.382 320-3
LOW 316-6
0.618 310-7
1.000 307-2
1.618 301-3
2.618 291-7
4.250 276-3
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 321-4 324-3
PP 320-6 322-5
S1 320-0 321-0

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

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