CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 358-4 348-0 -10-4 -2.9% 396-0
High 360-4 351-4 -9-0 -2.5% 399-0
Low 349-2 345-0 -4-2 -1.2% 387-4
Close 356-4 345-6 -10-6 -3.0% 391-6
Range 11-2 6-4 -4-6 -42.2% 11-4
ATR 11-5 11-5 0-0 -0.1% 0-0
Volume 61,145 80,922 19,777 32.3% 287,734
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 366-7 362-7 349-3
R3 360-3 356-3 347-4
R2 353-7 353-7 347-0
R1 349-7 349-7 346-3 348-5
PP 347-3 347-3 347-3 346-6
S1 343-3 343-3 345-1 342-1
S2 340-7 340-7 344-4
S3 334-3 336-7 344-0
S4 327-7 330-3 342-1
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 427-2 421-0 398-1
R3 415-6 409-4 394-7
R2 404-2 404-2 393-7
R1 398-0 398-0 392-6 395-3
PP 392-6 392-6 392-6 391-4
S1 386-4 386-4 390-6 383-7
S2 381-2 381-2 389-5
S3 369-6 375-0 388-5
S4 358-2 363-4 385-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 393-4 345-0 48-4 14.0% 7-0 2.0% 2% False True 71,083
10 415-4 345-0 70-4 20.4% 7-5 2.2% 1% False True 60,478
20 458-0 345-0 113-0 32.7% 8-2 2.4% 1% False True 54,854
40 459-6 345-0 114-6 33.2% 8-2 2.4% 1% False True 40,823
60 459-6 345-0 114-6 33.2% 7-6 2.3% 1% False True 32,280
80 459-6 345-0 114-6 33.2% 7-2 2.1% 1% False True 26,208
100 459-6 345-0 114-6 33.2% 6-7 2.0% 1% False True 22,276
120 459-6 345-0 114-6 33.2% 6-5 1.9% 1% False True 19,184
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 379-1
2.618 368-4
1.618 362-0
1.000 358-0
0.618 355-4
HIGH 351-4
0.618 349-0
0.500 348-2
0.382 347-4
LOW 345-0
0.618 341-0
1.000 338-4
1.618 334-4
2.618 328-0
4.250 317-3
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 348-2 352-6
PP 347-3 350-3
S1 346-5 348-1

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

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