CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 338-4 327-4 -11-0 -3.2% 361-0
High 340-0 336-2 -3-6 -1.1% 375-2
Low 326-0 327-4 1-4 0.5% 326-0
Close 326-4 330-4 4-0 1.2% 326-4
Range 14-0 8-6 -5-2 -37.5% 49-2
ATR 12-6 12-5 -0-2 -1.7% 0-0
Volume 125,325 153,735 28,410 22.7% 640,281
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 357-5 352-7 335-2
R3 348-7 344-1 332-7
R2 340-1 340-1 332-1
R1 335-3 335-3 331-2 337-6
PP 331-3 331-3 331-3 332-5
S1 326-5 326-5 329-6 329-0
S2 322-5 322-5 328-7
S3 313-7 317-7 328-1
S4 305-1 309-1 325-6
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 490-3 457-5 353-5
R3 441-1 408-3 340-0
R2 391-7 391-7 335-4
R1 359-1 359-1 331-0 350-7
PP 342-5 342-5 342-5 338-4
S1 309-7 309-7 322-0 301-5
S2 293-3 293-3 317-4
S3 244-1 260-5 313-0
S4 194-7 211-3 299-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 372-0 326-0 46-0 13.9% 12-2 3.7% 10% False False 137,875
10 375-2 322-6 52-4 15.9% 10-6 3.3% 15% False False 119,487
20 375-2 314-6 60-4 18.3% 10-1 3.1% 26% False False 113,661
40 438-0 314-6 123-2 37.3% 9-3 2.9% 13% False False 110,021
60 473-0 314-6 158-2 47.9% 9-4 2.9% 10% False False 89,815
80 473-0 314-6 158-2 47.9% 9-2 2.8% 10% False False 77,874
100 473-0 314-6 158-2 47.9% 8-7 2.7% 10% False False 67,138
120 473-0 314-6 158-2 47.9% 8-6 2.7% 10% False False 59,415
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 373-4
2.618 359-1
1.618 350-3
1.000 345-0
0.618 341-5
HIGH 336-2
0.618 332-7
0.500 331-7
0.382 330-7
LOW 327-4
0.618 322-1
1.000 318-6
1.618 313-3
2.618 304-5
4.250 290-2
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 331-7 338-5
PP 331-3 335-7
S1 331-0 333-2

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

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