CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 322-4 342-0 19-4 6.0% 306-2
High 347-6 342-0 -5-6 -1.7% 320-2
Low 322-4 325-0 2-4 0.8% 305-2
Close 346-4 336-2 -10-2 -3.0% 319-6
Range 25-2 17-0 -8-2 -32.7% 15-0
ATR 10-5 11-3 0-6 7.3% 0-0
Volume 66,066 252,221 186,155 281.8% 357,142
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 385-3 377-7 345-5
R3 368-3 360-7 340-7
R2 351-3 351-3 339-3
R1 343-7 343-7 337-6 339-1
PP 334-3 334-3 334-3 332-0
S1 326-7 326-7 334-6 322-1
S2 317-3 317-3 333-1
S3 300-3 309-7 331-5
S4 283-3 292-7 326-7
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 360-1 354-7 328-0
R3 345-1 339-7 323-7
R2 330-1 330-1 322-4
R1 324-7 324-7 321-1 327-4
PP 315-1 315-1 315-1 316-3
S1 309-7 309-7 318-3 312-4
S2 300-1 300-1 317-0
S3 285-1 294-7 315-5
S4 270-1 279-7 311-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 347-6 309-0 38-6 11.5% 13-3 4.0% 70% False False 119,815
10 347-6 305-2 42-4 12.6% 9-6 2.9% 73% False False 109,665
20 347-6 305-2 42-4 12.6% 9-2 2.8% 73% False False 105,327
40 375-2 305-2 70-0 20.8% 9-5 2.9% 44% False False 113,594
60 411-0 305-2 105-6 31.4% 9-3 2.8% 29% False False 114,104
80 473-0 305-2 167-6 49.9% 9-2 2.8% 18% False False 100,537
100 473-0 305-2 167-6 49.9% 9-2 2.7% 18% False False 89,519
120 473-0 305-2 167-6 49.9% 9-1 2.7% 18% False False 78,920
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 414-2
2.618 386-4
1.618 369-4
1.000 359-0
0.618 352-4
HIGH 342-0
0.618 335-4
0.500 333-4
0.382 331-4
LOW 325-0
0.618 314-4
1.000 308-0
1.618 297-4
2.618 280-4
4.250 252-6
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 335-3 334-6
PP 334-3 333-1
S1 333-4 331-5

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

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