CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 320-0 334-0 14-0 4.4% 350-4
High 335-4 336-0 0-4 0.1% 364-4
Low 319-4 324-4 5-0 1.6% 321-4
Close 330-6 324-4 -6-2 -1.9% 322-0
Range 16-0 11-4 -4-4 -28.1% 43-0
ATR 11-6 11-6 0-0 -0.2% 0-0
Volume 98,630 99,513 883 0.9% 357,338
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 362-7 355-1 330-7
R3 351-3 343-5 327-5
R2 339-7 339-7 326-5
R1 332-1 332-1 325-4 330-2
PP 328-3 328-3 328-3 327-3
S1 320-5 320-5 323-4 318-6
S2 316-7 316-7 322-3
S3 305-3 309-1 321-3
S4 293-7 297-5 318-1
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
5 336-0 319-4 16-4 5.1% 10-6 3.3% 30% True False 94,754
10 364-4 319-4 45-0 13.9% 11-2 3.5% 11% False False 80,004
20 364-4 304-4 60-0 18.5% 9-6 3.0% 33% False False 72,144
40 415-4 304-4 111-0 34.2% 9-0 2.8% 18% False False 71,871
60 459-6 304-4 155-2 47.8% 9-0 2.8% 13% False False 60,315
80 459-6 304-4 155-2 47.8% 8-6 2.7% 13% False False 50,362
100 459-6 304-4 155-2 47.8% 8-0 2.5% 13% False False 42,418
120 459-6 304-4 155-2 47.8% 7-5 2.4% 13% False False 36,571
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 384-7
2.618 366-1
1.618 354-5
1.000 347-4
0.618 343-1
HIGH 336-0
0.618 331-5
0.500 330-2
0.382 328-7
LOW 324-4
0.618 317-3
1.000 313-0
1.618 305-7
2.618 294-3
4.250 275-5
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 330-2 327-6
PP 328-3 326-5
S1 326-3 325-5

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

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