CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 324-2 311-0 -13-2 -4.1% 317-0
High 327-2 316-4 -10-6 -3.3% 347-6
Low 316-6 310-4 -6-2 -2.0% 315-4
Close 318-0 316-0 -2-0 -0.6% 318-0
Range 10-4 6-0 -4-4 -42.9% 32-2
ATR 11-5 11-2 -0-2 -2.5% 0-0
Volume 104,432 75,982 -28,450 -27.2% 695,747
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 332-3 330-1 319-2
R3 326-3 324-1 317-5
R2 320-3 320-3 317-1
R1 318-1 318-1 316-4 319-2
PP 314-3 314-3 314-3 314-7
S1 312-1 312-1 315-4 313-2
S2 308-3 308-3 314-7
S3 302-3 306-1 314-3
S4 296-3 300-1 312-6
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
5 347-6 310-4 37-2 11.8% 13-4 4.3% 15% False True 132,687
10 347-6 305-2 42-4 13.4% 10-3 3.3% 25% False False 112,887
20 347-6 305-2 42-4 13.4% 9-2 2.9% 25% False False 109,730
40 375-2 305-2 70-0 22.2% 9-4 3.0% 15% False False 113,245
60 406-2 305-2 101-0 32.0% 9-3 3.0% 11% False False 114,416
80 473-0 305-2 167-6 53.1% 9-2 2.9% 6% False False 103,014
100 473-0 305-2 167-6 53.1% 9-2 2.9% 6% False False 92,053
120 473-0 305-2 167-6 53.1% 9-0 2.9% 6% False False 81,315
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 342-0
2.618 332-2
1.618 326-2
1.000 322-4
0.618 320-2
HIGH 316-4
0.618 314-2
0.500 313-4
0.382 312-6
LOW 310-4
0.618 306-6
1.000 304-4
1.618 300-6
2.618 294-6
4.250 285-0
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 315-1 321-0
PP 314-3 319-3
S1 313-4 317-5

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

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