CME Pit-Traded Corn Future September 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 306-0 313-0 7-0 2.3% 302-0
High 314-4 316-4 2-0 0.6% 314-4
Low 300-0 305-0 5-0 1.7% 300-0
Close 314-4 305-0 -9-4 -3.0% 314-4
Range 14-4 11-4 -3-0 -20.7% 14-4
ATR 9-3 9-4 0-1 1.6% 0-0
Volume 2,027 3,882 1,855 91.5% 16,870
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 343-3 335-5 311-3
R3 331-7 324-1 308-1
R2 320-3 320-3 307-1
R1 312-5 312-5 306-0 310-6
PP 308-7 308-7 308-7 307-7
S1 301-1 301-1 304-0 299-2
S2 297-3 297-3 302-7
S3 285-7 289-5 301-7
S4 274-3 278-1 298-5
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
5 316-4 300-0 16-4 5.4% 8-1 2.7% 30% True False 4,150
10 326-2 300-0 26-2 8.6% 8-4 2.8% 19% False False 18,689
20 331-0 300-0 31-0 10.2% 8-1 2.7% 16% False False 34,531
40 364-4 300-0 64-4 21.1% 8-7 2.9% 8% False False 54,103
60 415-4 300-0 115-4 37.9% 8-6 2.9% 4% False False 60,250
80 459-6 300-0 159-6 52.4% 8-6 2.9% 3% False False 54,879
100 459-6 300-0 159-6 52.4% 8-5 2.8% 3% False False 48,050
120 459-6 300-0 159-6 52.4% 8-1 2.7% 3% False False 41,898
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 365-3
2.618 346-5
1.618 335-1
1.000 328-0
0.618 323-5
HIGH 316-4
0.618 312-1
0.500 310-6
0.382 309-3
LOW 305-0
0.618 297-7
1.000 293-4
1.618 286-3
2.618 274-7
4.250 256-1
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 310-6 308-2
PP 308-7 307-1
S1 306-7 306-1

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

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