CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 341-0 323-0 -18-0 -5.3% 336-0
High 342-2 325-4 -16-6 -4.9% 341-0
Low 328-0 316-4 -11-4 -3.5% 318-4
Close 329-4 316-6 -12-6 -3.9% 328-2
Range 14-2 9-0 -5-2 -36.8% 22-4
ATR 11-2 11-3 0-1 1.1% 0-0
Volume 67,018 70,109 3,091 4.6% 500,059
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 346-5 340-5 321-6
R3 337-5 331-5 319-2
R2 328-5 328-5 318-3
R1 322-5 322-5 317-5 321-1
PP 319-5 319-5 319-5 318-6
S1 313-5 313-5 315-7 312-1
S2 310-5 310-5 315-1
S3 301-5 304-5 314-2
S4 292-5 295-5 311-6
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
5 342-2 316-4 25-6 8.1% 10-2 3.2% 1% False True 65,900
10 351-4 316-4 35-0 11.0% 9-2 2.9% 1% False True 85,742
20 415-4 316-4 99-0 31.3% 8-3 2.7% 0% False True 71,598
40 459-6 316-4 143-2 45.2% 8-6 2.8% 0% False True 54,400
60 459-6 316-4 143-2 45.2% 8-3 2.7% 0% False True 43,101
80 459-6 316-4 143-2 45.2% 7-5 2.4% 0% False True 34,986
100 459-6 316-4 143-2 45.2% 7-2 2.3% 0% False True 29,456
120 459-6 316-4 143-2 45.2% 6-6 2.1% 0% False True 25,307
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 2-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 363-6
2.618 349-0
1.618 340-0
1.000 334-4
0.618 331-0
HIGH 325-4
0.618 322-0
0.500 321-0
0.382 320-0
LOW 316-4
0.618 311-0
1.000 307-4
1.618 302-0
2.618 293-0
4.250 278-2
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 321-0 329-3
PP 319-5 325-1
S1 318-1 321-0

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

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