CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 312-4 306-2 -6-2 -2.0% 321-4
High 312-4 310-4 -2-0 -0.6% 330-4
Low 306-0 305-2 -0-6 -0.2% 306-0
Close 306-2 307-4 1-2 0.4% 306-2
Range 6-4 5-2 -1-2 -19.2% 24-4
ATR 10-0 9-5 -0-3 -3.4% 0-0
Volume 100,031 94,897 -5,134 -5.1% 570,066
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 323-4 320-6 310-3
R3 318-2 315-4 309-0
R2 313-0 313-0 308-4
R1 310-2 310-2 308-0 311-5
PP 307-6 307-6 307-6 308-4
S1 305-0 305-0 307-0 306-3
S2 302-4 302-4 306-4
S3 297-2 299-6 306-0
S4 292-0 294-4 304-5
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 387-6 371-4 319-6
R3 363-2 347-0 313-0
R2 338-6 338-6 310-6
R1 322-4 322-4 308-4 318-3
PP 314-2 314-2 314-2 312-2
S1 298-0 298-0 304-0 293-7
S2 289-6 289-6 301-6
S3 265-2 273-4 299-4
S4 240-6 249-0 292-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 326-2 305-2 21-0 6.8% 6-6 2.2% 11% False True 109,955
10 337-4 305-2 32-2 10.5% 8-1 2.6% 7% False True 106,786
20 342-4 305-2 37-2 12.1% 8-2 2.7% 6% False True 110,716
40 375-2 305-2 70-0 22.8% 9-1 3.0% 3% False True 112,188
60 438-0 305-2 132-6 43.2% 9-0 2.9% 2% False True 110,253
80 473-0 305-2 167-6 54.6% 9-1 3.0% 1% False True 95,040
100 473-0 305-2 167-6 54.6% 9-0 2.9% 1% False True 84,443
120 473-0 305-2 167-6 54.6% 8-6 2.9% 1% False True 74,401
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 332-6
2.618 324-2
1.618 319-0
1.000 315-6
0.618 313-6
HIGH 310-4
0.618 308-4
0.500 307-7
0.382 307-2
LOW 305-2
0.618 302-0
1.000 300-0
1.618 296-6
2.618 291-4
4.250 283-0
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 307-7 312-5
PP 307-6 310-7
S1 307-5 309-2

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

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