CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 320-0 312-4 -7-4 -2.3% 321-4
High 320-0 312-4 -7-4 -2.3% 330-4
Low 311-4 306-0 -5-4 -1.8% 306-0
Close 315-6 306-2 -9-4 -3.0% 306-2
Range 8-4 6-4 -2-0 -23.5% 24-4
ATR 10-0 10-0 0-0 -0.2% 0-0
Volume 87,623 100,031 12,408 14.2% 570,066
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 327-6 323-4 309-7
R3 321-2 317-0 308-0
R2 314-6 314-6 307-4
R1 310-4 310-4 306-7 309-3
PP 308-2 308-2 308-2 307-6
S1 304-0 304-0 305-5 302-7
S2 301-6 301-6 305-0
S3 295-2 297-4 304-4
S4 288-6 291-0 302-5
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 387-6 371-4 319-6
R3 363-2 347-0 313-0
R2 338-6 338-6 310-6
R1 322-4 322-4 308-4 318-3
PP 314-2 314-2 314-2 312-2
S1 298-0 298-0 304-0 293-7
S2 289-6 289-6 301-6
S3 265-2 273-4 299-4
S4 240-6 249-0 292-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 330-4 306-0 24-4 8.0% 7-6 2.5% 1% False True 114,013
10 337-4 306-0 31-4 10.3% 8-2 2.7% 1% False True 106,574
20 342-4 306-0 36-4 11.9% 8-3 2.7% 1% False True 113,658
40 375-2 306-0 69-2 22.6% 9-2 3.0% 0% False True 112,523
60 458-6 306-0 152-6 49.9% 9-2 3.0% 0% False True 109,696
80 473-0 306-0 167-0 54.5% 9-1 3.0% 0% False True 94,877
100 473-0 306-0 167-0 54.5% 9-0 3.0% 0% False True 83,664
120 473-0 306-0 167-0 54.5% 8-6 2.9% 0% False True 73,817
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 340-1
2.618 329-4
1.618 323-0
1.000 319-0
0.618 316-4
HIGH 312-4
0.618 310-0
0.500 309-2
0.382 308-4
LOW 306-0
0.618 302-0
1.000 299-4
1.618 295-4
2.618 289-0
4.250 278-3
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 309-2 313-0
PP 308-2 310-6
S1 307-2 308-4

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

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