CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 331-0 324-2 -6-6 -2.0% 317-0
High 331-4 327-2 -4-2 -1.3% 347-6
Low 323-0 316-6 -6-2 -1.9% 315-4
Close 329-0 318-0 -11-0 -3.3% 318-0
Range 8-4 10-4 2-0 23.5% 32-2
ATR 11-4 11-5 0-0 0.4% 0-0
Volume 164,737 104,432 -60,305 -36.6% 695,747
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 352-1 345-5 323-6
R3 341-5 335-1 320-7
R2 331-1 331-1 319-7
R1 324-5 324-5 319-0 322-5
PP 320-5 320-5 320-5 319-6
S1 314-1 314-1 317-0 312-1
S2 310-1 310-1 316-1
S3 299-5 303-5 315-1
S4 289-1 293-1 312-2
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 423-7 403-1 335-6
R3 391-5 370-7 326-7
R2 359-3 359-3 323-7
R1 338-5 338-5 321-0 349-0
PP 327-1 327-1 327-1 332-2
S1 306-3 306-3 315-0 316-6
S2 294-7 294-7 312-1
S3 262-5 274-1 309-1
S4 230-3 241-7 300-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 347-6 315-4 32-2 10.1% 13-1 4.1% 8% False False 139,149
10 347-6 305-2 42-4 13.4% 10-3 3.3% 30% False False 115,292
20 347-6 305-2 42-4 13.4% 9-4 3.0% 30% False False 109,244
40 375-2 305-2 70-0 22.0% 9-5 3.0% 18% False False 114,827
60 408-2 305-2 103-0 32.4% 9-3 2.9% 12% False False 115,018
80 473-0 305-2 167-6 52.8% 9-3 2.9% 8% False False 102,705
100 473-0 305-2 167-6 52.8% 9-2 2.9% 8% False False 91,502
120 473-0 305-2 167-6 52.8% 9-2 2.9% 8% False False 80,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 371-7
2.618 354-6
1.618 344-2
1.000 337-6
0.618 333-6
HIGH 327-2
0.618 323-2
0.500 322-0
0.382 320-6
LOW 316-6
0.618 310-2
1.000 306-2
1.618 299-6
2.618 289-2
4.250 272-1
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 322-0 329-3
PP 320-5 325-5
S1 319-3 321-6

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

View Archives - Comment on this page... - Back to Index of Symbols