CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 335-0 343-0 8-0 2.4% 325-0
High 344-0 350-0 6-0 1.7% 350-0
Low 335-0 339-4 4-4 1.3% 322-6
Close 342-2 349-4 7-2 2.1% 349-4
Range 9-0 10-4 1-4 16.7% 27-2
ATR 11-1 11-0 0-0 -0.4% 0-0
Volume 94,244 95,546 1,302 1.4% 487,498
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 377-7 374-1 355-2
R3 367-3 363-5 352-3
R2 356-7 356-7 351-3
R1 353-1 353-1 350-4 355-0
PP 346-3 346-3 346-3 347-2
S1 342-5 342-5 348-4 344-4
S2 335-7 335-7 347-5
S3 325-3 332-1 346-5
S4 314-7 321-5 343-6
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 422-4 413-2 364-4
R3 395-2 386-0 357-0
R2 368-0 368-0 354-4
R1 358-6 358-6 352-0 363-3
PP 340-6 340-6 340-6 343-0
S1 331-4 331-4 347-0 336-1
S2 313-4 313-4 344-4
S3 286-2 304-2 342-0
S4 259-0 277-0 334-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 350-0 322-6 27-2 7.8% 8-1 2.3% 98% True False 97,499
10 350-0 314-6 35-2 10.1% 9-0 2.6% 99% True False 102,435
20 350-2 314-6 35-4 10.2% 9-1 2.6% 98% False False 114,531
40 471-4 314-6 156-6 44.8% 8-7 2.6% 22% False False 98,406
60 473-0 314-6 158-2 45.3% 8-7 2.5% 22% False False 82,741
80 473-0 314-6 158-2 45.3% 8-7 2.6% 22% False False 69,758
100 473-0 314-6 158-2 45.3% 8-6 2.5% 22% False False 60,959
120 473-0 314-6 158-2 45.3% 8-4 2.4% 22% False False 53,507
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 1-4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 394-5
2.618 377-4
1.618 367-0
1.000 360-4
0.618 356-4
HIGH 350-0
0.618 346-0
0.500 344-6
0.382 343-4
LOW 339-4
0.618 333-0
1.000 329-0
1.618 322-4
2.618 312-0
4.250 294-7
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 347-7 345-1
PP 346-3 340-6
S1 344-6 336-3

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

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