CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 326-0 335-0 9-0 2.8% 333-2
High 328-2 344-0 15-6 4.8% 339-4
Low 322-6 335-0 12-2 3.8% 314-6
Close 328-0 342-2 14-2 4.3% 327-2
Range 5-4 9-0 3-4 63.6% 24-6
ATR 10-6 11-1 0-3 3.5% 0-0
Volume 122,192 94,244 -27,948 -22.9% 536,857
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 367-3 363-7 347-2
R3 358-3 354-7 344-6
R2 349-3 349-3 343-7
R1 345-7 345-7 343-1 347-5
PP 340-3 340-3 340-3 341-2
S1 336-7 336-7 341-3 338-5
S2 331-3 331-3 340-5
S3 322-3 327-7 339-6
S4 313-3 318-7 337-2
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
5 344-0 322-6 21-2 6.2% 8-5 2.5% 92% True False 106,241
10 344-0 314-6 29-2 8.5% 8-5 2.5% 94% True False 104,714
20 364-0 314-6 49-2 14.4% 8-7 2.6% 56% False False 117,639
40 471-4 314-6 156-6 45.8% 9-0 2.6% 18% False False 97,719
60 473-0 314-6 158-2 46.2% 8-6 2.6% 17% False False 81,773
80 473-0 314-6 158-2 46.2% 8-7 2.6% 17% False False 68,792
100 473-0 314-6 158-2 46.2% 8-5 2.5% 17% False False 60,161
120 473-0 314-6 158-2 46.2% 8-4 2.5% 17% False False 52,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 382-2
2.618 367-4
1.618 358-4
1.000 353-0
0.618 349-4
HIGH 344-0
0.618 340-4
0.500 339-4
0.382 338-4
LOW 335-0
0.618 329-4
1.000 326-0
1.618 320-4
2.618 311-4
4.250 296-6
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 341-3 339-2
PP 340-3 336-3
S1 339-4 333-3

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

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