CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 348-0 336-0 -12-0 -3.4% 390-4
High 351-4 339-2 -12-2 -3.5% 390-6
Low 345-0 334-0 -11-0 -3.2% 345-0
Close 345-6 334-6 -11-0 -3.2% 345-6
Range 6-4 5-2 -1-2 -19.2% 45-6
ATR 11-5 11-5 0-0 0.1% 0-0
Volume 80,922 103,525 22,603 27.9% 290,112
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 351-6 348-4 337-5
R3 346-4 343-2 336-2
R2 341-2 341-2 335-6
R1 338-0 338-0 335-2 337-0
PP 336-0 336-0 336-0 335-4
S1 332-6 332-6 334-2 331-6
S2 330-6 330-6 333-6
S3 325-4 327-4 333-2
S4 320-2 322-2 331-7
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 497-6 467-4 370-7
R3 452-0 421-6 358-3
R2 406-2 406-2 354-1
R1 376-0 376-0 350-0 368-2
PP 360-4 360-4 360-4 356-5
S1 330-2 330-2 341-4 322-4
S2 314-6 314-6 337-3
S3 269-0 284-4 333-1
S4 223-2 238-6 320-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 390-6 334-0 56-6 17.0% 6-6 2.0% 1% False True 78,727
10 399-0 334-0 65-0 19.4% 7-3 2.2% 1% False True 68,137
20 458-0 334-0 124-0 37.0% 8-2 2.5% 1% False True 58,347
40 459-6 334-0 125-6 37.6% 8-1 2.4% 1% False True 42,871
60 459-6 334-0 125-6 37.6% 7-7 2.3% 1% False True 33,850
80 459-6 334-0 125-6 37.6% 7-1 2.1% 1% False True 27,385
100 459-6 334-0 125-6 37.6% 6-6 2.0% 1% False True 23,274
120 459-6 334-0 125-6 37.6% 6-5 2.0% 1% False True 19,979
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 3 trading days
Fibonacci Retracements and Extensions
4.250 361-4
2.618 353-0
1.618 347-6
1.000 344-4
0.618 342-4
HIGH 339-2
0.618 337-2
0.500 336-5
0.382 336-0
LOW 334-0
0.618 330-6
1.000 328-6
1.618 325-4
2.618 320-2
4.250 311-6
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 336-5 347-2
PP 336-0 343-1
S1 335-3 338-7

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

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