CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 333-0 326-0 -7-0 -2.1% 317-0
High 337-4 329-2 -8-2 -2.4% 332-0
Low 322-6 323-6 1-0 0.3% 311-6
Close 326-6 326-2 -0-4 -0.2% 326-2
Range 14-6 5-4 -9-2 -62.7% 20-2
ATR 11-1 10-6 -0-3 -3.6% 0-0
Volume 104,311 112,872 8,561 8.2% 472,961
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 342-7 340-1 329-2
R3 337-3 334-5 327-6
R2 331-7 331-7 327-2
R1 329-1 329-1 326-6 330-4
PP 326-3 326-3 326-3 327-1
S1 323-5 323-5 325-6 325-0
S2 320-7 320-7 325-2
S3 315-3 318-1 324-6
S4 309-7 312-5 323-2
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
5 337-4 322-0 15-4 4.8% 8-3 2.6% 27% False False 97,850
10 342-4 311-6 30-6 9.4% 8-1 2.5% 47% False False 108,977
20 375-2 311-6 63-4 19.5% 10-0 3.0% 23% False False 117,372
40 375-2 311-6 63-4 19.5% 9-4 2.9% 23% False False 117,163
60 471-4 311-6 159-6 49.0% 9-3 2.9% 9% False False 103,520
80 473-0 311-6 161-2 49.4% 9-1 2.8% 9% False False 89,952
100 473-0 311-6 161-2 49.4% 9-0 2.8% 9% False False 77,784
120 473-0 311-6 161-2 49.4% 8-7 2.7% 9% False False 69,054
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 2-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 352-5
2.618 343-5
1.618 338-1
1.000 334-6
0.618 332-5
HIGH 329-2
0.618 327-1
0.500 326-4
0.382 325-7
LOW 323-6
0.618 320-3
1.000 318-2
1.618 314-7
2.618 309-3
4.250 300-3
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 326-4 330-1
PP 326-3 328-7
S1 326-3 327-4

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

View Archives - Comment on this page... - Back to Index of Symbols