CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 419-0 444-0 25-0 6.0% 429-4
High 437-0 447-4 10-4 2.4% 437-0
Low 419-0 424-4 5-4 1.3% 404-4
Close 436-6 430-0 -6-6 -1.5% 436-6
Range 18-0 23-0 5-0 27.8% 32-4
ATR
Volume 13,477 14,820 1,343 10.0% 74,547
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 503-0 489-4 442-5
R3 480-0 466-4 436-3
R2 457-0 457-0 434-2
R1 443-4 443-4 432-1 438-6
PP 434-0 434-0 434-0 431-5
S1 420-4 420-4 427-7 415-6
S2 411-0 411-0 425-6
S3 388-0 397-4 423-5
S4 365-0 374-4 417-3
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 523-5 512-5 454-5
R3 491-1 480-1 445-6
R2 458-5 458-5 442-6
R1 447-5 447-5 439-6 453-1
PP 426-1 426-1 426-1 428-6
S1 415-1 415-1 433-6 420-5
S2 393-5 393-5 430-6
S3 361-1 382-5 427-6
S4 328-5 350-1 418-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 447-4 404-4 43-0 10.0% 14-5 3.4% 59% True False 13,141
10 471-4 404-4 67-0 15.6% 11-4 2.7% 38% False False 12,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 545-2
2.618 507-6
1.618 484-6
1.000 470-4
0.618 461-6
HIGH 447-4
0.618 438-6
0.500 436-0
0.382 433-2
LOW 424-4
0.618 410-2
1.000 401-4
1.618 387-2
2.618 364-2
4.250 326-6
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 436-0 428-6
PP 434-0 427-4
S1 432-0 426-2

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

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