CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 343-0 361-0 18-0 5.2% 325-0
High 350-0 375-2 25-2 7.2% 350-0
Low 339-4 360-4 21-0 6.2% 322-6
Close 349-4 369-0 19-4 5.6% 349-4
Range 10-4 14-6 4-2 40.5% 27-2
ATR 11-0 12-1 1-0 9.5% 0-0
Volume 95,546 104,638 9,092 9.5% 487,498
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 412-4 405-4 377-1
R3 397-6 390-6 373-0
R2 383-0 383-0 371-6
R1 376-0 376-0 370-3 379-4
PP 368-2 368-2 368-2 370-0
S1 361-2 361-2 367-5 364-6
S2 353-4 353-4 366-2
S3 338-6 346-4 365-0
S4 324-0 331-6 360-7
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
5 375-2 322-6 52-4 14.2% 9-2 2.5% 88% True False 101,099
10 375-2 314-6 60-4 16.4% 9-7 2.7% 90% True False 105,567
20 375-2 314-6 60-4 16.4% 9-4 2.6% 90% True False 112,833
40 471-4 314-6 156-6 42.5% 9-1 2.5% 35% False False 99,700
60 473-0 314-6 158-2 42.9% 9-0 2.4% 34% False False 84,027
80 473-0 314-6 158-2 42.9% 9-0 2.4% 34% False False 70,809
100 473-0 314-6 158-2 42.9% 8-6 2.4% 34% False False 61,685
120 473-0 314-6 158-2 42.9% 8-5 2.3% 34% False False 54,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 438-0
2.618 413-7
1.618 399-1
1.000 390-0
0.618 384-3
HIGH 375-2
0.618 369-5
0.500 367-7
0.382 366-1
LOW 360-4
0.618 351-3
1.000 345-6
1.618 336-5
2.618 321-7
4.250 297-6
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 368-5 364-3
PP 368-2 359-6
S1 367-7 355-1

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

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