CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 335-0 332-6 -2-2 -0.7% 346-4
High 338-4 339-6 1-2 0.4% 350-2
Low 328-4 329-4 1-0 0.3% 328-4
Close 338-0 339-4 1-4 0.4% 338-0
Range 10-0 10-2 0-2 2.5% 21-6
ATR 11-5 11-5 -0-1 -0.9% 0-0
Volume 99,526 108,262 8,736 8.8% 703,162
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 367-0 363-4 345-1
R3 356-6 353-2 342-3
R2 346-4 346-4 341-3
R1 343-0 343-0 340-4 344-6
PP 336-2 336-2 336-2 337-1
S1 332-6 332-6 338-4 334-4
S2 326-0 326-0 337-5
S3 315-6 322-4 336-5
S4 305-4 312-2 333-7
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 404-1 392-7 350-0
R3 382-3 371-1 344-0
R2 360-5 360-5 342-0
R1 349-3 349-3 340-0 344-1
PP 338-7 338-7 338-7 336-2
S1 327-5 327-5 336-0 322-3
S2 317-1 317-1 334-0
S3 295-3 305-7 332-0
S4 273-5 284-1 326-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 350-2 328-4 21-6 6.4% 9-6 2.9% 51% False False 134,564
10 403-0 328-4 74-4 21.9% 8-7 2.6% 15% False False 124,356
20 438-0 328-4 109-4 32.3% 8-6 2.6% 10% False False 106,381
40 473-0 328-4 144-4 42.6% 9-1 2.7% 8% False False 77,891
60 473-0 328-4 144-4 42.6% 9-0 2.6% 8% False False 65,945
80 473-0 328-4 144-4 42.6% 8-5 2.5% 8% False False 55,507
100 473-0 328-4 144-4 42.6% 8-4 2.5% 8% False False 48,566
120 473-0 328-4 144-4 42.6% 8-4 2.5% 8% False False 43,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 383-2
2.618 366-5
1.618 356-3
1.000 350-0
0.618 346-1
HIGH 339-6
0.618 335-7
0.500 334-5
0.382 333-3
LOW 329-4
0.618 323-1
1.000 319-2
1.618 312-7
2.618 302-5
4.250 286-0
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 337-7 337-7
PP 336-2 336-3
S1 334-5 334-6

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

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