CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 327-4 330-0 2-4 0.8% 317-0
High 328-2 332-0 3-6 1.1% 332-0
Low 322-6 322-0 -0-6 -0.2% 311-6
Close 324-0 326-2 2-2 0.7% 326-2
Range 5-4 10-0 4-4 81.8% 20-2
ATR 11-0 11-0 -0-1 -0.7% 0-0
Volume 113,032 66,261 -46,771 -41.4% 472,961
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 356-6 351-4 331-6
R3 346-6 341-4 329-0
R2 336-6 336-6 328-1
R1 331-4 331-4 327-1 329-1
PP 326-6 326-6 326-6 325-4
S1 321-4 321-4 325-3 319-1
S2 316-6 316-6 324-3
S3 306-6 311-4 323-4
S4 296-6 301-4 320-6
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 384-1 375-3 337-3
R3 363-7 355-1 331-7
R2 343-5 343-5 330-0
R1 334-7 334-7 328-1 339-2
PP 323-3 323-3 323-3 325-4
S1 314-5 314-5 324-3 319-0
S2 303-1 303-1 322-4
S3 282-7 294-3 320-5
S4 262-5 274-1 315-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 332-0 311-6 20-2 6.2% 8-0 2.5% 72% True False 94,592
10 342-4 311-6 30-6 9.4% 8-4 2.6% 47% False False 120,742
20 375-2 311-6 63-4 19.5% 9-6 3.0% 23% False False 116,760
40 406-2 311-6 94-4 29.0% 9-3 2.9% 15% False False 116,758
60 473-0 311-6 161-2 49.4% 9-2 2.8% 9% False False 100,775
80 473-0 311-6 161-2 49.4% 9-2 2.8% 9% False False 87,634
100 473-0 311-6 161-2 49.4% 9-0 2.8% 9% False False 75,633
120 473-0 311-6 161-2 49.4% 8-6 2.7% 9% False False 66,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 374-4
2.618 358-1
1.618 348-1
1.000 342-0
0.618 338-1
HIGH 332-0
0.618 328-1
0.500 327-0
0.382 325-7
LOW 322-0
0.618 315-7
1.000 312-0
1.618 305-7
2.618 295-7
4.250 279-4
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 327-0 326-1
PP 326-6 325-7
S1 326-4 325-6

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

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