CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 325-0 325-0 0-0 0.0% 350-4
High 334-2 328-2 -6-0 -1.8% 364-4
Low 324-2 323-6 -0-4 -0.2% 321-4
Close 324-2 326-4 2-2 0.7% 322-0
Range 10-0 4-4 -5-4 -55.0% 43-0
ATR 12-0 11-4 -0-4 -4.5% 0-0
Volume 91,180 99,696 8,516 9.3% 357,338
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 339-5 337-5 329-0
R3 335-1 333-1 327-6
R2 330-5 330-5 327-3
R1 328-5 328-5 326-7 329-5
PP 326-1 326-1 326-1 326-6
S1 324-1 324-1 326-1 325-1
S2 321-5 321-5 325-5
S3 317-1 319-5 325-2
S4 312-5 315-1 324-0
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 465-0 436-4 345-5
R3 422-0 393-4 333-7
R2 379-0 379-0 329-7
R1 350-4 350-4 326-0 343-2
PP 336-0 336-0 336-0 332-3
S1 307-4 307-4 318-0 300-2
S2 293-0 293-0 314-1
S3 250-0 264-4 310-1
S4 207-0 221-4 298-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 357-2 321-4 35-6 10.9% 10-7 3.3% 14% False False 81,311
10 364-4 315-4 49-0 15.0% 9-7 3.0% 22% False False 75,813
20 364-4 304-4 60-0 18.4% 9-4 2.9% 37% False False 69,093
40 419-4 304-4 115-0 35.2% 8-6 2.7% 19% False False 69,003
60 459-6 304-4 155-2 47.5% 8-7 2.7% 14% False False 57,728
80 459-6 304-4 155-2 47.5% 8-4 2.6% 14% False False 48,330
100 459-6 304-4 155-2 47.5% 7-7 2.4% 14% False False 40,543
120 459-6 304-4 155-2 47.5% 7-4 2.3% 14% False False 35,037
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 347-3
2.618 340-0
1.618 335-4
1.000 332-6
0.618 331-0
HIGH 328-2
0.618 326-4
0.500 326-0
0.382 325-4
LOW 323-6
0.618 321-0
1.000 319-2
1.618 316-4
2.618 312-0
4.250 304-5
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 326-3 327-7
PP 326-1 327-3
S1 326-0 327-0

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

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