CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 306-0 306-0 0-0 0.0% 302-0
High 313-4 314-4 1-0 0.3% 314-4
Low 306-0 300-0 -6-0 -2.0% 300-0
Close 309-4 314-4 5-0 1.6% 314-4
Range 7-4 14-4 7-0 93.3% 14-4
ATR 9-0 9-3 0-3 4.4% 0-0
Volume 2,829 2,027 -802 -28.3% 16,870
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 353-1 348-3 322-4
R3 338-5 333-7 318-4
R2 324-1 324-1 317-1
R1 319-3 319-3 315-7 321-6
PP 309-5 309-5 309-5 310-7
S1 304-7 304-7 313-1 307-2
S2 295-1 295-1 311-7
S3 280-5 290-3 310-4
S4 266-1 275-7 306-4
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 353-1 348-3 322-4
R3 338-5 333-7 318-4
R2 324-1 324-1 317-1
R1 319-3 319-3 315-7 321-6
PP 309-5 309-5 309-5 310-7
S1 304-7 304-7 313-1 307-2
S2 295-1 295-1 311-7
S3 280-5 290-3 310-4
S4 266-1 275-7 306-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 314-4 300-0 14-4 4.6% 7-4 2.4% 100% True True 5,291
10 326-2 300-0 26-2 8.3% 8-1 2.6% 55% False True 24,024
20 331-0 300-0 31-0 9.9% 7-6 2.4% 47% False True 39,348
40 364-4 300-0 64-4 20.5% 8-6 2.8% 22% False True 55,746
60 415-4 300-0 115-4 36.7% 8-5 2.7% 13% False True 61,030
80 459-6 300-0 159-6 50.8% 8-6 2.8% 9% False True 55,073
100 459-6 300-0 159-6 50.8% 8-4 2.7% 9% False True 48,159
120 459-6 300-0 159-6 50.8% 8-0 2.5% 9% False True 41,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 376-1
2.618 352-4
1.618 338-0
1.000 329-0
0.618 323-4
HIGH 314-4
0.618 309-0
0.500 307-2
0.382 305-4
LOW 300-0
0.618 291-0
1.000 285-4
1.618 276-4
2.618 262-0
4.250 238-3
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 312-1 312-1
PP 309-5 309-5
S1 307-2 307-2

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

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