CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 323-0 311-4 -11-4 -3.6% 326-0
High 324-0 313-4 -10-4 -3.2% 331-0
Low 311-0 310-0 -1-0 -0.3% 315-0
Close 312-2 313-2 1-0 0.3% 321-0
Range 13-0 3-4 -9-4 -73.1% 16-0
ATR 10-2 9-6 -0-4 -4.7% 0-0
Volume 36,359 30,264 -6,095 -16.8% 246,453
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 322-6 321-4 315-1
R3 319-2 318-0 314-2
R2 315-6 315-6 313-7
R1 314-4 314-4 313-5 315-1
PP 312-2 312-2 312-2 312-4
S1 311-0 311-0 312-7 311-5
S2 308-6 308-6 312-5
S3 305-2 307-4 312-2
S4 301-6 304-0 311-3
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
5 326-2 310-0 16-2 5.2% 9-0 2.9% 20% False True 48,969
10 331-0 310-0 21-0 6.7% 8-2 2.6% 15% False True 47,052
20 342-4 304-4 38-0 12.1% 8-5 2.8% 23% False False 64,860
40 364-4 304-4 60-0 19.2% 9-0 2.9% 15% False False 64,397
60 458-0 304-4 153-4 49.0% 8-7 2.9% 6% False False 65,660
80 459-6 304-4 155-2 49.6% 8-6 2.8% 6% False False 56,585
100 459-6 304-4 155-2 49.6% 8-4 2.7% 6% False False 48,624
120 459-6 304-4 155-2 49.6% 7-7 2.5% 6% False False 41,935
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 1-6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 328-3
2.618 322-5
1.618 319-1
1.000 317-0
0.618 315-5
HIGH 313-4
0.618 312-1
0.500 311-6
0.382 311-3
LOW 310-0
0.618 307-7
1.000 306-4
1.618 304-3
2.618 300-7
4.250 295-1
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 312-6 318-1
PP 312-2 316-4
S1 311-6 314-7

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

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