CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 315-0 308-4 -6-4 -2.1% 316-4
High 315-0 308-4 -6-4 -2.1% 326-2
Low 307-2 300-2 -7-0 -2.3% 300-2
Close 311-0 300-4 -10-4 -3.4% 300-4
Range 7-6 8-2 0-4 6.5% 26-0
ATR 9-5 9-6 0-1 0.8% 0-0
Volume 12,833 9,587 -3,246 -25.3% 166,142
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 327-7 322-3 305-0
R3 319-5 314-1 302-6
R2 311-3 311-3 302-0
R1 305-7 305-7 301-2 304-4
PP 303-1 303-1 303-1 302-3
S1 297-5 297-5 299-6 296-2
S2 294-7 294-7 299-0
S3 286-5 289-3 298-2
S4 278-3 281-1 296-0
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 387-0 369-6 314-6
R3 361-0 343-6 307-5
R2 335-0 335-0 305-2
R1 317-6 317-6 302-7 313-3
PP 309-0 309-0 309-0 306-6
S1 291-6 291-6 298-1 287-3
S2 283-0 283-0 295-6
S3 257-0 265-6 293-3
S4 231-0 239-6 286-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 326-2 300-2 26-0 8.7% 8-6 2.9% 1% False True 33,228
10 331-0 300-2 30-6 10.2% 8-3 2.8% 1% False True 41,259
20 336-0 300-2 35-6 11.9% 8-3 2.8% 1% False True 57,955
40 364-4 300-2 64-2 21.4% 9-0 3.0% 0% False True 62,235
60 446-0 300-2 145-6 48.5% 8-7 2.9% 0% False True 63,914
80 459-6 300-2 159-4 53.1% 8-6 2.9% 0% False True 55,996
100 459-6 300-2 159-4 53.1% 8-4 2.8% 0% False True 48,569
120 459-6 300-2 159-4 53.1% 7-7 2.6% 0% False True 41,994
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 343-4
2.618 330-1
1.618 321-7
1.000 316-6
0.618 313-5
HIGH 308-4
0.618 305-3
0.500 304-3
0.382 303-3
LOW 300-2
0.618 295-1
1.000 292-0
1.618 286-7
2.618 278-5
4.250 265-2
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 304-3 307-5
PP 303-1 305-2
S1 301-6 302-7

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

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