CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 335-4 341-0 5-4 1.6% 336-0
High 339-0 342-2 3-2 1.0% 341-0
Low 332-6 328-0 -4-6 -1.4% 318-4
Close 338-4 329-4 -9-0 -2.7% 328-2
Range 6-2 14-2 8-0 128.0% 22-4
ATR 11-0 11-2 0-2 2.1% 0-0
Volume 75,119 67,018 -8,101 -10.8% 500,059
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 376-0 367-0 337-3
R3 361-6 352-6 333-3
R2 347-4 347-4 332-1
R1 338-4 338-4 330-6 335-7
PP 333-2 333-2 333-2 332-0
S1 324-2 324-2 328-2 321-5
S2 319-0 319-0 326-7
S3 304-6 310-0 325-5
S4 290-4 295-6 321-5
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
5 342-2 318-4 23-6 7.2% 9-4 2.9% 46% True False 63,042
10 360-4 318-4 42-0 12.7% 9-4 2.9% 26% False False 84,846
20 416-4 318-4 98-0 29.7% 8-3 2.6% 11% False False 70,139
40 459-6 318-4 141-2 42.9% 8-5 2.6% 8% False False 53,214
60 459-6 318-4 141-2 42.9% 8-3 2.5% 8% False False 42,377
80 459-6 318-4 141-2 42.9% 7-5 2.3% 8% False False 34,148
100 459-6 318-4 141-2 42.9% 7-2 2.2% 8% False False 28,792
120 459-6 318-4 141-2 42.9% 6-6 2.1% 8% False False 24,746
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 402-6
2.618 379-4
1.618 365-2
1.000 356-4
0.618 351-0
HIGH 342-2
0.618 336-6
0.500 335-1
0.382 333-4
LOW 328-0
0.618 319-2
1.000 313-6
1.618 305-0
2.618 290-6
4.250 267-4
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 335-1 331-4
PP 333-2 330-7
S1 331-3 330-1

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

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