CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 409-0 403-6 -5-2 -1.3% 445-0
High 412-2 415-0 2-6 0.7% 445-4
Low 401-4 403-6 2-2 0.6% 419-0
Close 401-6 415-2 13-4 3.4% 425-0
Range 10-6 11-2 0-4 4.7% 26-4
ATR 13-0 13-0 0-0 0.1% 0-0
Volume 28,950 24,195 -4,755 -16.4% 68,029
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 445-1 441-3 421-4
R3 433-7 430-1 418-3
R2 422-5 422-5 417-2
R1 418-7 418-7 416-2 420-6
PP 411-3 411-3 411-3 412-2
S1 407-5 407-5 414-2 409-4
S2 400-1 400-1 413-2
S3 388-7 396-3 412-1
S4 377-5 385-1 409-0
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
5 430-0 401-4 28-4 6.9% 9-0 2.2% 48% False False 16,200
10 445-4 401-4 44-0 10.6% 9-2 2.2% 31% False False 15,426
20 459-4 401-4 58-0 14.0% 10-3 2.5% 24% False False 15,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 462-6
2.618 444-4
1.618 433-2
1.000 426-2
0.618 422-0
HIGH 415-0
0.618 410-6
0.500 409-3
0.382 408-0
LOW 403-6
0.618 396-6
1.000 392-4
1.618 385-4
2.618 374-2
4.250 356-0
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 413-2 412-7
PP 411-3 410-5
S1 409-3 408-2

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

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