CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 325-0 322-0 -3-0 -0.9% 336-0
High 329-0 332-0 3-0 0.9% 341-0
Low 318-4 320-6 2-2 0.7% 318-4
Close 328-2 331-6 3-4 1.1% 328-2
Range 10-4 11-2 0-6 7.1% 22-4
ATR 11-2 11-2 0-0 0.0% 0-0
Volume 53,060 64,198 11,138 21.0% 500,059
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 361-7 358-1 338-0
R3 350-5 346-7 334-7
R2 339-3 339-3 333-6
R1 335-5 335-5 332-6 337-4
PP 328-1 328-1 328-1 329-1
S1 324-3 324-3 330-6 326-2
S2 316-7 316-7 329-6
S3 305-5 313-1 328-5
S4 294-3 301-7 325-4
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 396-6 385-0 340-5
R3 374-2 362-4 334-4
R2 351-6 351-6 332-3
R1 340-0 340-0 330-2 334-5
PP 329-2 329-2 329-2 326-4
S1 317-4 317-4 326-2 312-1
S2 306-6 306-6 324-1
S3 284-2 295-0 322-0
S4 261-6 272-4 315-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 341-0 318-4 22-4 6.8% 10-2 3.1% 59% False False 92,146
10 390-6 318-4 72-2 21.8% 8-4 2.6% 18% False False 85,436
20 425-0 318-4 106-4 32.1% 8-3 2.5% 12% False False 67,586
40 459-6 318-4 141-2 42.6% 8-7 2.7% 9% False False 50,380
60 459-6 318-4 141-2 42.6% 8-2 2.5% 9% False False 40,311
80 459-6 318-4 141-2 42.6% 7-4 2.3% 9% False False 32,564
100 459-6 318-4 141-2 42.6% 7-1 2.2% 9% False False 27,600
120 459-6 318-4 141-2 42.6% 6-5 2.0% 9% False False 23,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 379-6
2.618 361-4
1.618 350-2
1.000 343-2
0.618 339-0
HIGH 332-0
0.618 327-6
0.500 326-3
0.382 325-0
LOW 320-6
0.618 313-6
1.000 309-4
1.618 302-4
2.618 291-2
4.250 273-0
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 330-0 329-5
PP 328-1 327-3
S1 326-3 325-2

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

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