CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 321-4 324-0 2-4 0.8% 309-4
High 321-4 327-0 5-4 1.7% 327-0
Low 316-6 318-0 1-2 0.4% 304-4
Close 318-4 321-6 3-2 1.0% 321-6
Range 4-6 9-0 4-2 89.5% 22-4
ATR 10-4 10-3 -0-1 -1.0% 0-0
Volume 45,718 34,627 -11,091 -24.3% 257,275
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 349-2 344-4 326-6
R3 340-2 335-4 324-2
R2 331-2 331-2 323-3
R1 326-4 326-4 322-5 324-3
PP 322-2 322-2 322-2 321-2
S1 317-4 317-4 320-7 315-3
S2 313-2 313-2 320-1
S3 304-2 308-4 319-2
S4 295-2 299-4 316-6
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 385-2 376-0 334-1
R3 362-6 353-4 328-0
R2 340-2 340-2 325-7
R1 331-0 331-0 323-6 335-5
PP 317-6 317-6 317-6 320-0
S1 308-4 308-4 319-6 313-1
S2 295-2 295-2 317-5
S3 272-6 286-0 315-4
S4 250-2 263-4 309-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 327-0 304-4 22-4 7.0% 7-3 2.3% 77% True False 51,455
10 336-0 304-4 31-4 9.8% 8-2 2.6% 55% False False 74,652
20 364-4 304-4 60-0 18.6% 9-0 2.8% 29% False False 70,668
40 393-4 304-4 89-0 27.7% 8-7 2.8% 19% False False 73,307
60 459-6 304-4 155-2 48.3% 8-7 2.7% 11% False False 63,989
80 459-6 304-4 155-2 48.3% 8-6 2.7% 11% False False 53,862
100 459-6 304-4 155-2 48.3% 8-1 2.5% 11% False False 45,582
120 459-6 304-4 155-2 48.3% 7-5 2.4% 11% False False 39,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 365-2
2.618 350-4
1.618 341-4
1.000 336-0
0.618 332-4
HIGH 327-0
0.618 323-4
0.500 322-4
0.382 321-4
LOW 318-0
0.618 312-4
1.000 309-0
1.618 303-4
2.618 294-4
4.250 279-6
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 322-4 321-1
PP 322-2 320-5
S1 322-0 320-0

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

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