CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 326-0 327-6 1-6 0.5% 317-0
High 329-2 330-2 1-0 0.3% 332-0
Low 323-6 321-0 -2-6 -0.8% 311-6
Close 326-2 329-2 3-0 0.9% 326-2
Range 5-4 9-2 3-6 68.2% 20-2
ATR 10-6 10-5 -0-1 -1.0% 0-0
Volume 112,872 89,012 -23,860 -21.1% 472,961
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 354-5 351-1 334-3
R3 345-3 341-7 331-6
R2 336-1 336-1 331-0
R1 332-5 332-5 330-1 334-3
PP 326-7 326-7 326-7 327-6
S1 323-3 323-3 328-3 325-1
S2 317-5 317-5 327-4
S3 308-3 314-1 326-6
S4 299-1 304-7 324-1
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
5 337-4 321-0 16-4 5.0% 9-1 2.8% 50% False True 93,046
10 337-4 311-6 25-6 7.8% 7-7 2.4% 68% False False 101,827
20 375-2 311-6 63-4 19.3% 10-0 3.0% 28% False False 117,111
40 375-2 311-6 63-4 19.3% 9-4 2.9% 28% False False 117,375
60 471-4 311-6 159-6 48.5% 9-2 2.8% 11% False False 104,183
80 473-0 311-6 161-2 49.0% 9-1 2.8% 11% False False 90,607
100 473-0 311-6 161-2 49.0% 9-1 2.8% 11% False False 78,456
120 473-0 311-6 161-2 49.0% 8-7 2.7% 11% False False 69,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 369-4
2.618 354-4
1.618 345-2
1.000 339-4
0.618 336-0
HIGH 330-2
0.618 326-6
0.500 325-5
0.382 324-4
LOW 321-0
0.618 315-2
1.000 311-6
1.618 306-0
2.618 296-6
4.250 281-6
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 328-0 329-2
PP 326-7 329-2
S1 325-5 329-2

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

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