CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 323-4 320-0 -3-4 -1.1% 322-0
High 324-0 321-2 -2-6 -0.8% 342-2
Low 318-2 310-2 -8-0 -2.5% 316-4
Close 323-2 311-4 -11-6 -3.6% 322-2
Range 5-6 11-0 5-2 91.3% 25-6
ATR 10-5 10-6 0-1 1.6% 0-0
Volume 45,879 77,223 31,344 68.3% 346,061
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 347-3 340-3 317-4
R3 336-3 329-3 314-4
R2 325-3 325-3 313-4
R1 318-3 318-3 312-4 316-3
PP 314-3 314-3 314-3 313-2
S1 307-3 307-3 310-4 305-3
S2 303-3 303-3 309-4
S3 292-3 296-3 308-4
S4 281-3 285-3 305-4
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
5 342-2 310-2 32-0 10.3% 9-2 3.0% 4% False True 65,969
10 342-2 310-2 32-0 10.3% 8-6 2.8% 4% False True 74,113
20 399-0 310-2 88-6 28.5% 8-4 2.7% 1% False True 75,054
40 459-6 310-2 149-4 48.0% 8-5 2.8% 1% False True 58,217
60 459-6 310-2 149-4 48.0% 8-4 2.7% 1% False True 45,580
80 459-6 310-2 149-4 48.0% 7-7 2.5% 1% False True 37,104
100 459-6 310-2 149-4 48.0% 7-2 2.3% 1% False True 31,256
120 459-6 310-2 149-4 48.0% 6-7 2.2% 1% False True 26,843
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
4.250 368-0
2.618 350-0
1.618 339-0
1.000 332-2
0.618 328-0
HIGH 321-2
0.618 317-0
0.500 315-6
0.382 314-4
LOW 310-2
0.618 303-4
1.000 299-2
1.618 292-4
2.618 281-4
4.250 263-4
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 315-6 317-1
PP 314-3 315-2
S1 312-7 313-3

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

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