CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 333-2 330-4 -2-6 -0.8% 332-6
High 334-0 332-4 -1-4 -0.4% 349-2
Low 328-4 320-4 -8-0 -2.4% 324-6
Close 333-6 322-0 -11-6 -3.5% 331-4
Range 5-4 12-0 6-4 118.2% 24-4
ATR 10-6 10-7 0-1 1.7% 0-0
Volume 73,319 104,437 31,118 42.4% 563,119
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 361-0 353-4 328-5
R3 349-0 341-4 325-2
R2 337-0 337-0 324-2
R1 329-4 329-4 323-1 327-2
PP 325-0 325-0 325-0 323-7
S1 317-4 317-4 320-7 315-2
S2 313-0 313-0 319-6
S3 301-0 305-4 318-6
S4 289-0 293-4 315-3
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 408-5 394-5 345-0
R3 384-1 370-1 338-2
R2 359-5 359-5 336-0
R1 345-5 345-5 333-6 340-3
PP 335-1 335-1 335-1 332-4
S1 321-1 321-1 329-2 315-7
S2 310-5 310-5 327-0
S3 286-1 296-5 324-6
S4 261-5 272-1 318-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 349-2 320-4 28-6 8.9% 9-5 3.0% 5% False True 103,916
10 349-2 320-4 28-6 8.9% 8-7 2.7% 5% False True 114,607
20 411-0 320-4 90-4 28.1% 8-6 2.7% 2% False True 115,125
40 473-0 320-4 152-4 47.4% 9-0 2.8% 1% False True 87,480
60 473-0 320-4 152-4 47.4% 9-0 2.8% 1% False True 73,469
80 473-0 320-4 152-4 47.4% 8-7 2.8% 1% False True 61,583
100 473-0 320-4 152-4 47.4% 8-4 2.6% 1% False True 53,798
120 473-0 320-4 152-4 47.4% 8-4 2.6% 1% False True 47,458
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 2-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 383-4
2.618 363-7
1.618 351-7
1.000 344-4
0.618 339-7
HIGH 332-4
0.618 327-7
0.500 326-4
0.382 325-1
LOW 320-4
0.618 313-1
1.000 308-4
1.618 301-1
2.618 289-1
4.250 269-4
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 326-4 327-2
PP 325-0 325-4
S1 323-4 323-6

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

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