CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 416-0 404-0 -12-0 -2.9% 428-4
High 416-0 404-0 -12-0 -2.9% 430-2
Low 412-2 400-0 -12-2 -3.0% 407-0
Close 411-6 402-6 -9-0 -2.2% 411-6
Range 3-6 4-0 0-2 6.7% 23-2
ATR 9-7 10-0 0-1 1.4% 0-0
Volume 1,550 2,202 652 42.1% 10,683
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 414-2 412-4 405-0
R3 410-2 408-4 403-7
R2 406-2 406-2 403-4
R1 404-4 404-4 403-1 403-3
PP 402-2 402-2 402-2 401-6
S1 400-4 400-4 402-3 399-3
S2 398-2 398-2 402-0
S3 394-2 396-4 401-5
S4 390-2 392-4 400-4
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 486-1 472-1 424-4
R3 462-7 448-7 418-1
R2 439-5 439-5 416-0
R1 425-5 425-5 413-7 421-0
PP 416-3 416-3 416-3 414-0
S1 402-3 402-3 409-5 397-6
S2 393-1 393-1 407-4
S3 369-7 379-1 405-3
S4 346-5 355-7 399-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 419-0 400-0 19-0 4.7% 4-4 1.1% 14% False True 2,129
10 431-4 400-0 31-4 7.8% 5-1 1.3% 9% False True 3,564
20 455-0 392-0 63-0 15.6% 6-0 1.5% 17% False False 3,234
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 0-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 421-0
2.618 414-4
1.618 410-4
1.000 408-0
0.618 406-4
HIGH 404-0
0.618 402-4
0.500 402-0
0.382 401-4
LOW 400-0
0.618 397-4
1.000 396-0
1.618 393-4
2.618 389-4
4.250 383-0
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 402-4 408-0
PP 402-2 406-2
S1 402-0 404-4

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

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