CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 328-0 333-0 5-0 1.5% 314-0
High 334-4 339-6 5-2 1.6% 339-6
Low 327-4 330-0 2-4 0.8% 314-0
Close 332-2 339-4 7-2 2.2% 339-4
Range 7-0 9-6 2-6 39.3% 25-6
ATR 10-5 10-4 0-0 -0.6% 0-0
Volume 67,359 53,689 -13,670 -20.3% 309,508
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 365-5 362-3 344-7
R3 355-7 352-5 342-1
R2 346-1 346-1 341-2
R1 342-7 342-7 340-3 344-4
PP 336-3 336-3 336-3 337-2
S1 333-1 333-1 338-5 334-6
S2 326-5 326-5 337-6
S3 316-7 323-3 336-7
S4 307-1 313-5 334-1
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 408-3 399-5 353-5
R3 382-5 373-7 346-5
R2 356-7 356-7 344-2
R1 348-1 348-1 341-7 352-4
PP 331-1 331-1 331-1 333-2
S1 322-3 322-3 337-1 326-6
S2 305-3 305-3 334-6
S3 279-5 296-5 332-3
S4 253-7 270-7 325-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 339-6 314-0 25-6 7.6% 7-4 2.2% 99% True False 61,901
10 339-6 304-4 35-2 10.4% 8-3 2.5% 99% True False 62,691
20 342-2 304-4 37-6 11.1% 8-7 2.6% 93% False False 73,651
40 458-0 304-4 153-4 45.2% 8-4 2.5% 23% False False 64,253
60 459-6 304-4 155-2 45.7% 8-4 2.5% 23% False False 51,766
80 459-6 304-4 155-2 45.7% 8-0 2.4% 23% False False 42,623
100 459-6 304-4 155-2 45.7% 7-5 2.2% 23% False False 35,696
120 459-6 304-4 155-2 45.7% 7-1 2.1% 23% False False 30,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 381-2
2.618 365-2
1.618 355-4
1.000 349-4
0.618 345-6
HIGH 339-6
0.618 336-0
0.500 334-7
0.382 333-6
LOW 330-0
0.618 324-0
1.000 320-2
1.618 314-2
2.618 304-4
4.250 288-4
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 338-0 335-4
PP 336-3 331-5
S1 334-7 327-5

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

View Archives - Comment on this page... - Back to Index of Symbols