CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 311-0 321-0 10-0 3.2% 317-0
High 316-4 326-0 9-4 3.0% 347-6
Low 310-4 316-6 6-2 2.0% 315-4
Close 316-0 325-6 9-6 3.1% 318-0
Range 6-0 9-2 3-2 54.2% 32-2
ATR 11-2 11-2 -0-1 -0.8% 0-0
Volume 75,982 88,758 12,776 16.8% 695,747
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 350-5 347-3 330-7
R3 341-3 338-1 328-2
R2 332-1 332-1 327-4
R1 328-7 328-7 326-5 330-4
PP 322-7 322-7 322-7 323-5
S1 319-5 319-5 324-7 321-2
S2 313-5 313-5 324-0
S3 304-3 310-3 323-2
S4 295-1 301-1 320-5
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
5 342-0 310-4 31-4 9.7% 10-2 3.1% 48% False False 137,226
10 347-6 306-0 41-6 12.8% 10-6 3.3% 47% False False 112,273
20 347-6 305-2 42-4 13.0% 9-3 2.9% 48% False False 109,529
40 375-2 305-2 70-0 21.5% 9-4 2.9% 29% False False 113,298
60 403-0 305-2 97-6 30.0% 9-3 2.9% 21% False False 114,230
80 473-0 305-2 167-6 51.5% 9-2 2.9% 12% False False 103,346
100 473-0 305-2 167-6 51.5% 9-1 2.8% 12% False False 92,555
120 473-0 305-2 167-6 51.5% 9-0 2.8% 12% False False 81,710
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 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 365-2
2.618 350-2
1.618 341-0
1.000 335-2
0.618 331-6
HIGH 326-0
0.618 322-4
0.500 321-3
0.382 320-2
LOW 316-6
0.618 311-0
1.000 307-4
1.618 301-6
2.618 292-4
4.250 277-4
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 324-2 323-4
PP 322-7 321-1
S1 321-3 318-7

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

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