CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 320-0 323-4 3-4 1.1% 322-0
High 322-6 324-0 1-2 0.4% 342-2
Low 316-4 318-2 1-6 0.6% 316-4
Close 322-2 323-2 1-0 0.3% 322-2
Range 6-2 5-6 -0-4 -8.0% 25-6
ATR 11-0 10-5 -0-3 -3.4% 0-0
Volume 69,617 45,879 -23,738 -34.1% 346,061
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 339-1 336-7 326-3
R3 333-3 331-1 324-7
R2 327-5 327-5 324-2
R1 325-3 325-3 323-6 323-5
PP 321-7 321-7 321-7 321-0
S1 319-5 319-5 322-6 317-7
S2 316-1 316-1 322-2
S3 310-3 313-7 321-5
S4 304-5 308-1 320-1
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 404-2 389-0 336-3
R3 378-4 363-2 329-3
R2 352-6 352-6 327-0
R1 337-4 337-4 324-5 345-1
PP 327-0 327-0 327-0 330-6
S1 311-6 311-6 319-7 319-3
S2 301-2 301-2 317-4
S3 275-4 286-0 315-1
S4 249-6 260-2 308-1
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 8.0% 8-2 2.6% 26% False False 65,548
10 342-2 316-4 25-6 8.0% 9-2 2.9% 26% False False 78,847
20 399-0 316-4 82-4 25.5% 8-3 2.6% 8% False False 73,492
40 459-6 316-4 143-2 44.3% 8-4 2.6% 5% False False 56,473
60 459-6 316-4 143-2 44.3% 8-4 2.6% 5% False False 44,554
80 459-6 316-4 143-2 44.3% 7-6 2.4% 5% False False 36,285
100 459-6 316-4 143-2 44.3% 7-2 2.2% 5% False False 30,516
120 459-6 316-4 143-2 44.3% 6-7 2.1% 5% False False 26,241
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 348-4
2.618 339-0
1.618 333-2
1.000 329-6
0.618 327-4
HIGH 324-0
0.618 321-6
0.500 321-1
0.382 320-4
LOW 318-2
0.618 314-6
1.000 312-4
1.618 309-0
2.618 303-2
4.250 293-6
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 322-4 322-4
PP 321-7 321-6
S1 321-1 321-0

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

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