CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 418-4 410-0 -8-4 -2.0% 445-0
High 418-4 411-0 -7-4 -1.8% 445-4
Low 410-0 401-6 -8-2 -2.0% 419-0
Close 416-0 406-2 -9-6 -2.3% 425-0
Range 8-4 9-2 0-6 8.8% 26-4
ATR 13-1 13-2 0-1 0.6% 0-0
Volume 9,499 11,266 1,767 18.6% 68,029
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 434-1 429-3 411-3
R3 424-7 420-1 408-6
R2 415-5 415-5 408-0
R1 410-7 410-7 407-1 408-5
PP 406-3 406-3 406-3 405-2
S1 401-5 401-5 405-3 399-3
S2 397-1 397-1 404-4
S3 387-7 392-3 403-6
S4 378-5 383-1 401-1
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 509-3 493-5 439-5
R3 482-7 467-1 432-2
R2 456-3 456-3 429-7
R1 440-5 440-5 427-3 435-2
PP 429-7 429-7 429-7 427-1
S1 414-1 414-1 422-5 408-6
S2 403-3 403-3 420-1
S3 376-7 387-5 417-6
S4 350-3 361-1 410-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 430-2 401-6 28-4 7.0% 7-4 1.9% 16% False True 13,136
10 445-4 401-6 43-6 10.8% 9-0 2.2% 10% False True 14,734
20 471-4 401-6 69-6 17.2% 10-2 2.5% 6% False True 13,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 450-2
2.618 435-2
1.618 426-0
1.000 420-2
0.618 416-6
HIGH 411-0
0.618 407-4
0.500 406-3
0.382 405-2
LOW 401-6
0.618 396-0
1.000 392-4
1.618 386-6
2.618 377-4
4.250 362-4
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 406-3 415-7
PP 406-3 412-5
S1 406-2 409-4

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

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