CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 306-2 306-0 -0-2 -0.1% 321-4
High 310-4 312-0 1-4 0.5% 330-4
Low 305-2 306-0 0-6 0.2% 306-0
Close 307-4 309-6 2-2 0.7% 306-2
Range 5-2 6-0 0-6 14.3% 24-4
ATR 9-5 9-3 -0-2 -2.7% 0-0
Volume 94,897 89,745 -5,152 -5.4% 570,066
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 327-2 324-4 313-0
R3 321-2 318-4 311-3
R2 315-2 315-2 310-7
R1 312-4 312-4 310-2 313-7
PP 309-2 309-2 309-2 310-0
S1 306-4 306-4 309-2 307-7
S2 303-2 303-2 308-5
S3 297-2 300-4 308-1
S4 291-2 294-4 306-4
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
5 320-0 305-2 14-6 4.8% 6-0 2.0% 31% False False 99,515
10 332-0 305-2 26-6 8.6% 7-2 2.3% 17% False False 105,329
20 342-4 305-2 37-2 12.0% 8-2 2.7% 12% False False 107,881
40 375-2 305-2 70-0 22.6% 9-1 3.0% 6% False False 111,606
60 432-4 305-2 127-2 41.1% 9-0 2.9% 4% False False 110,429
80 473-0 305-2 167-6 54.2% 9-0 2.9% 3% False False 95,771
100 473-0 305-2 167-6 54.2% 9-0 2.9% 3% False False 85,085
120 473-0 305-2 167-6 54.2% 8-6 2.8% 3% False False 74,960
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 337-4
2.618 327-6
1.618 321-6
1.000 318-0
0.618 315-6
HIGH 312-0
0.618 309-6
0.500 309-0
0.382 308-2
LOW 306-0
0.618 302-2
1.000 300-0
1.618 296-2
2.618 290-2
4.250 280-4
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 309-4 309-4
PP 309-2 309-1
S1 309-0 308-7

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

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