CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 320-4 330-0 9-4 3.0% 332-6
High 320-6 339-4 18-6 5.8% 349-2
Low 314-6 326-6 12-0 3.8% 324-6
Close 319-2 338-6 19-4 6.1% 331-4
Range 6-0 12-6 6-6 112.5% 24-4
ATR 10-5 11-3 0-5 6.4% 0-0
Volume 102,836 117,009 14,173 13.8% 563,119
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 373-2 368-6 345-6
R3 360-4 356-0 342-2
R2 347-6 347-6 341-1
R1 343-2 343-2 339-7 345-4
PP 335-0 335-0 335-0 336-1
S1 330-4 330-4 337-5 332-6
S2 322-2 322-2 336-3
S3 309-4 317-6 335-2
S4 296-6 305-0 331-6
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
5 339-4 314-6 24-6 7.3% 8-6 2.6% 97% True False 103,186
10 349-2 314-6 34-4 10.2% 9-3 2.8% 70% False False 106,024
20 408-2 314-6 93-4 27.6% 8-7 2.6% 26% False False 115,402
40 473-0 314-6 158-2 46.7% 9-0 2.7% 15% False False 90,583
60 473-0 314-6 158-2 46.7% 9-0 2.7% 15% False False 75,952
80 473-0 314-6 158-2 46.7% 9-0 2.6% 15% False False 63,950
100 473-0 314-6 158-2 46.7% 8-4 2.5% 15% False False 55,705
120 473-0 314-6 158-2 46.7% 8-4 2.5% 15% False False 49,126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 393-6
2.618 372-7
1.618 360-1
1.000 352-2
0.618 347-3
HIGH 339-4
0.618 334-5
0.500 333-1
0.382 331-5
LOW 326-6
0.618 318-7
1.000 314-0
1.618 306-1
2.618 293-3
4.250 272-4
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 336-7 334-7
PP 335-0 331-0
S1 333-1 327-1

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

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