CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 317-4 320-0 2-4 0.8% 330-4
High 319-4 320-0 0-4 0.2% 337-4
Low 315-4 311-4 -4-0 -1.3% 321-0
Close 319-2 315-6 -3-4 -1.1% 329-0
Range 4-0 8-4 4-4 112.5% 16-4
ATR 10-1 10-0 -0-1 -1.1% 0-0
Volume 125,281 87,623 -37,658 -30.1% 495,678
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 341-2 337-0 320-3
R3 332-6 328-4 318-1
R2 324-2 324-2 317-2
R1 320-0 320-0 316-4 317-7
PP 315-6 315-6 315-6 314-6
S1 311-4 311-4 315-0 309-3
S2 307-2 307-2 314-2
S3 298-6 303-0 313-3
S4 290-2 294-4 311-1
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 378-5 370-3 338-1
R3 362-1 353-7 333-4
R2 345-5 345-5 332-0
R1 337-3 337-3 330-4 333-2
PP 329-1 329-1 329-1 327-1
S1 320-7 320-7 327-4 316-6
S2 312-5 312-5 326-0
S3 296-1 304-3 324-4
S4 279-5 287-7 319-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 332-0 311-4 20-4 6.5% 8-0 2.5% 21% False True 113,348
10 337-4 311-4 26-0 8.2% 8-4 2.7% 16% False True 103,197
20 342-4 311-4 31-0 9.8% 8-6 2.8% 14% False True 114,923
40 375-2 311-4 63-6 20.2% 9-3 3.0% 7% False True 112,510
60 469-2 311-4 157-6 50.0% 9-2 2.9% 3% False True 109,083
80 473-0 311-4 161-4 51.1% 9-2 2.9% 3% False True 94,968
100 473-0 311-4 161-4 51.1% 9-0 2.9% 3% False True 82,990
120 473-0 311-4 161-4 51.1% 8-6 2.8% 3% False True 73,256
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 356-1
2.618 342-2
1.618 333-6
1.000 328-4
0.618 325-2
HIGH 320-0
0.618 316-6
0.500 315-6
0.382 314-6
LOW 311-4
0.618 306-2
1.000 303-0
1.618 297-6
2.618 289-2
4.250 275-3
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 315-6 318-7
PP 315-6 317-7
S1 315-6 316-6

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

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