CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 334-0 320-0 -14-0 -4.2% 325-0
High 336-0 321-4 -14-4 -4.3% 336-0
Low 324-4 318-0 -6-4 -2.0% 318-0
Close 324-4 319-2 -5-2 -1.6% 319-2
Range 11-4 3-4 -8-0 -69.6% 18-0
ATR 11-6 11-3 -0-3 -3.2% 0-0
Volume 99,513 100,230 717 0.7% 489,249
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 330-1 328-1 321-1
R3 326-5 324-5 320-2
R2 323-1 323-1 319-7
R1 321-1 321-1 319-5 320-3
PP 319-5 319-5 319-5 319-2
S1 317-5 317-5 318-7 316-7
S2 316-1 316-1 318-5
S3 312-5 314-1 318-2
S4 309-1 310-5 317-3
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 378-3 366-7 329-1
R3 360-3 348-7 324-2
R2 342-3 342-3 322-4
R1 330-7 330-7 320-7 327-5
PP 324-3 324-3 324-3 322-6
S1 312-7 312-7 317-5 309-5
S2 306-3 306-3 316-0
S3 288-3 294-7 314-2
S4 270-3 276-7 309-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 336-0 318-0 18-0 5.6% 9-1 2.9% 7% False True 97,849
10 364-4 318-0 46-4 14.6% 10-5 3.3% 3% False True 84,658
20 364-4 304-4 60-0 18.8% 9-4 3.0% 25% False False 73,675
40 415-4 304-4 111-0 34.8% 9-0 2.8% 13% False False 73,110
60 459-6 304-4 155-2 48.6% 8-7 2.8% 10% False False 61,661
80 459-6 304-4 155-2 48.6% 8-6 2.7% 10% False False 51,430
100 459-6 304-4 155-2 48.6% 8-1 2.5% 10% False False 43,371
120 459-6 304-4 155-2 48.6% 7-5 2.4% 10% False False 37,375
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 1-3
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 336-3
2.618 330-5
1.618 327-1
1.000 325-0
0.618 323-5
HIGH 321-4
0.618 320-1
0.500 319-6
0.382 319-3
LOW 318-0
0.618 315-7
1.000 314-4
1.618 312-3
2.618 308-7
4.250 303-1
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 319-6 327-0
PP 319-5 324-3
S1 319-3 321-7

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

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