CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 321-0 319-0 -2-0 -0.6% 323-4
High 326-2 321-2 -5-0 -1.5% 327-4
Low 320-0 315-4 -4-4 -1.4% 304-4
Close 320-4 320-6 0-2 0.1% 316-2
Range 6-2 5-6 -0-4 -8.0% 23-0
ATR 10-6 10-3 -0-3 -3.3% 0-0
Volume 52,231 88,869 36,638 70.1% 317,406
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 336-3 334-3 323-7
R3 330-5 328-5 322-3
R2 324-7 324-7 321-6
R1 322-7 322-7 321-2 323-7
PP 319-1 319-1 319-1 319-6
S1 317-1 317-1 320-2 318-1
S2 313-3 313-3 319-6
S3 307-5 311-3 319-1
S4 301-7 305-5 317-5
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 385-1 373-5 328-7
R3 362-1 350-5 322-5
R2 339-1 339-1 320-4
R1 327-5 327-5 318-3 321-7
PP 316-1 316-1 316-1 313-2
S1 304-5 304-5 314-1 298-7
S2 293-1 293-1 312-0
S3 270-1 281-5 309-7
S4 247-1 258-5 303-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 327-4 314-0 13-4 4.2% 9-0 2.8% 50% False False 62,634
10 327-4 304-4 23-0 7.2% 8-2 2.6% 71% False False 64,559
20 360-4 304-4 56-0 17.5% 8-7 2.8% 29% False False 74,702
40 458-4 304-4 154-0 48.0% 8-6 2.7% 11% False False 62,882
60 459-6 304-4 155-2 48.4% 8-3 2.6% 10% False False 50,446
80 459-6 304-4 155-2 48.4% 8-0 2.5% 10% False False 41,288
100 459-6 304-4 155-2 48.4% 7-4 2.3% 10% False False 34,667
120 459-6 304-4 155-2 48.4% 7-1 2.2% 10% False False 29,895
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 1-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 345-6
2.618 336-2
1.618 330-4
1.000 327-0
0.618 324-6
HIGH 321-2
0.618 319-0
0.500 318-3
0.382 317-6
LOW 315-4
0.618 312-0
1.000 309-6
1.618 306-2
2.618 300-4
4.250 291-0
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 320-0 320-4
PP 319-1 320-3
S1 318-3 320-1

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

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