CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 319-0 328-0 9-0 2.8% 323-4
High 321-2 334-4 13-2 4.1% 327-4
Low 315-4 327-4 12-0 3.8% 304-4
Close 320-6 332-2 11-4 3.6% 316-2
Range 5-6 7-0 1-2 21.7% 23-0
ATR 10-3 10-5 0-2 2.3% 0-0
Volume 88,869 67,359 -21,510 -24.2% 317,406
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 352-3 349-3 336-1
R3 345-3 342-3 334-1
R2 338-3 338-3 333-4
R1 335-3 335-3 332-7 336-7
PP 331-3 331-3 331-3 332-2
S1 328-3 328-3 331-5 329-7
S2 324-3 324-3 331-0
S3 317-3 321-3 330-3
S4 310-3 314-3 328-3
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
5 334-4 314-0 20-4 6.2% 8-1 2.4% 89% True False 63,390
10 334-4 304-4 30-0 9.0% 8-1 2.4% 93% True False 64,284
20 351-4 304-4 47-0 14.1% 8-5 2.6% 59% False False 75,013
40 458-4 304-4 154-0 46.4% 8-5 2.6% 18% False False 63,920
60 459-6 304-4 155-2 46.7% 8-3 2.5% 18% False False 51,327
80 459-6 304-4 155-2 46.7% 8-0 2.4% 18% False False 42,045
100 459-6 304-4 155-2 46.7% 7-4 2.3% 18% False False 35,195
120 459-6 304-4 155-2 46.7% 7-1 2.1% 18% False False 30,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 364-2
2.618 352-7
1.618 345-7
1.000 341-4
0.618 338-7
HIGH 334-4
0.618 331-7
0.500 331-0
0.382 330-1
LOW 327-4
0.618 323-1
1.000 320-4
1.618 316-1
2.618 309-1
4.250 297-6
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 331-7 329-7
PP 331-3 327-3
S1 331-0 325-0

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

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