CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 324-0 316-4 -7-4 -2.3% 326-0
High 325-4 326-2 0-6 0.2% 331-0
Low 317-4 315-0 -2-4 -0.8% 315-0
Close 321-0 326-2 5-2 1.6% 321-0
Range 8-0 11-2 3-2 40.6% 16-0
ATR 9-6 9-7 0-1 1.1% 0-0
Volume 57,228 77,099 19,871 34.7% 246,453
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 356-2 352-4 332-4
R3 345-0 341-2 329-3
R2 333-6 333-6 328-2
R1 330-0 330-0 327-2 331-7
PP 322-4 322-4 322-4 323-4
S1 318-6 318-6 325-2 320-5
S2 311-2 311-2 324-2
S3 300-0 307-4 323-1
S4 288-6 296-2 320-0
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 370-3 361-5 329-6
R3 354-3 345-5 325-3
R2 338-3 338-3 323-7
R1 329-5 329-5 322-4 326-0
PP 322-3 322-3 322-3 320-4
S1 313-5 313-5 319-4 310-0
S2 306-3 306-3 318-1
S3 290-3 297-5 316-5
S4 274-3 281-5 312-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 331-0 315-0 16-0 4.9% 9-2 2.8% 70% False True 55,948
10 331-0 311-0 20-0 6.1% 7-6 2.4% 76% False False 52,153
20 360-4 304-4 56-0 17.2% 9-0 2.8% 39% False False 68,283
40 364-4 304-4 60-0 18.4% 9-1 2.8% 36% False False 69,923
60 458-0 304-4 153-4 47.0% 8-7 2.7% 14% False False 66,064
80 459-6 304-4 155-2 47.6% 8-5 2.7% 14% False False 56,397
100 459-6 304-4 155-2 47.6% 8-3 2.6% 14% False False 48,279
120 459-6 304-4 155-2 47.6% 7-6 2.4% 14% False False 41,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 374-0
2.618 355-6
1.618 344-4
1.000 337-4
0.618 333-2
HIGH 326-2
0.618 322-0
0.500 320-5
0.382 319-2
LOW 315-0
0.618 308-0
1.000 303-6
1.618 296-6
2.618 285-4
4.250 267-2
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 324-3 324-3
PP 322-4 322-4
S1 320-5 320-5

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

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