CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 325-0 332-2 7-2 2.2% 333-2
High 334-4 336-0 1-4 0.4% 339-4
Low 325-0 329-6 4-6 1.5% 314-6
Close 333-6 329-6 -4-0 -1.2% 327-2
Range 9-4 6-2 -3-2 -34.2% 24-6
ATR 11-3 11-0 -0-3 -3.2% 0-0
Volume 86,639 88,877 2,238 2.6% 536,857
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 350-5 346-3 333-2
R3 344-3 340-1 331-4
R2 338-1 338-1 330-7
R1 333-7 333-7 330-3 332-7
PP 331-7 331-7 331-7 331-2
S1 327-5 327-5 329-1 326-5
S2 325-5 325-5 328-5
S3 319-3 321-3 328-0
S4 313-1 315-1 326-2
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 401-3 389-1 340-7
R3 376-5 364-3 334-0
R2 351-7 351-7 331-6
R1 339-5 339-5 329-4 333-3
PP 327-1 327-1 327-1 324-0
S1 314-7 314-7 325-0 308-5
S2 302-3 302-3 322-6
S3 277-5 290-1 320-4
S4 252-7 265-3 313-5
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 7.5% 9-4 2.9% 61% False False 106,923
10 349-2 314-6 34-4 10.5% 9-4 2.9% 43% False False 105,419
20 375-0 314-6 60-2 18.3% 9-1 2.8% 25% False False 115,901
40 473-0 314-6 158-2 48.0% 9-1 2.8% 9% False False 94,803
60 473-0 314-6 158-2 48.0% 8-7 2.7% 9% False False 79,406
80 473-0 314-6 158-2 48.0% 8-7 2.7% 9% False False 66,684
100 473-0 314-6 158-2 48.0% 8-5 2.6% 9% False False 58,316
120 473-0 314-6 158-2 48.0% 8-4 2.6% 9% False False 51,335
Crabel Price Patterns
NR True
NR4 True
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 1-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 362-4
2.618 352-3
1.618 346-1
1.000 342-2
0.618 339-7
HIGH 336-0
0.618 333-5
0.500 332-7
0.382 332-1
LOW 329-6
0.618 325-7
1.000 323-4
1.618 319-5
2.618 313-3
4.250 303-2
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 332-7 331-6
PP 331-7 331-1
S1 330-6 330-3

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

View Archives - Comment on this page... - Back to Index of Symbols