CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 313-4 313-0 -0-4 -0.2% 325-0
High 315-0 321-4 6-4 2.1% 336-0
Low 311-0 313-0 2-0 0.6% 318-0
Close 314-4 320-0 5-4 1.7% 319-2
Range 4-0 8-4 4-4 112.5% 18-0
ATR 11-1 10-7 -0-1 -1.7% 0-0
Volume 70,690 46,943 -23,747 -33.6% 489,249
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 343-5 340-3 324-5
R3 335-1 331-7 322-3
R2 326-5 326-5 321-4
R1 323-3 323-3 320-6 325-0
PP 318-1 318-1 318-1 319-0
S1 314-7 314-7 319-2 316-4
S2 309-5 309-5 318-4
S3 301-1 306-3 317-5
S4 292-5 297-7 315-3
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
5 336-0 304-4 31-4 9.8% 7-5 2.4% 49% False False 75,334
10 342-4 304-4 38-0 11.9% 9-1 2.8% 41% False False 82,669
20 364-4 304-4 60-0 18.8% 9-5 3.0% 26% False False 72,886
40 399-0 304-4 94-4 29.5% 9-0 2.8% 16% False False 73,905
60 459-6 304-4 155-2 48.5% 8-7 2.8% 10% False False 63,871
80 459-6 304-4 155-2 48.5% 8-6 2.7% 10% False False 53,129
100 459-6 304-4 155-2 48.5% 8-2 2.6% 10% False False 44,916
120 459-6 304-4 155-2 48.5% 7-5 2.4% 10% False False 38,740
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 357-5
2.618 343-6
1.618 335-2
1.000 330-0
0.618 326-6
HIGH 321-4
0.618 318-2
0.500 317-2
0.382 316-2
LOW 313-0
0.618 307-6
1.000 304-4
1.618 299-2
2.618 290-6
4.250 276-7
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 319-1 317-5
PP 318-1 315-3
S1 317-2 313-0

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

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