CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 323-0 336-4 13-4 4.2% 311-0
High 337-6 340-4 2-6 0.8% 340-4
Low 323-0 328-6 5-6 1.8% 310-4
Close 336-4 334-0 -2-4 -0.7% 334-0
Range 14-6 11-6 -3-0 -20.3% 30-0
ATR 11-6 11-6 0-0 0.0% 0-0
Volume 104,604 117,260 12,656 12.1% 480,759
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 369-5 363-5 340-4
R3 357-7 351-7 337-2
R2 346-1 346-1 336-1
R1 340-1 340-1 335-1 337-2
PP 334-3 334-3 334-3 333-0
S1 328-3 328-3 332-7 325-4
S2 322-5 322-5 331-7
S3 310-7 316-5 330-6
S4 299-1 304-7 327-4
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 418-3 406-1 350-4
R3 388-3 376-1 342-2
R2 358-3 358-3 339-4
R1 346-1 346-1 336-6 352-2
PP 328-3 328-3 328-3 331-3
S1 316-1 316-1 331-2 322-2
S2 298-3 298-3 328-4
S3 268-3 286-1 325-6
S4 238-3 256-1 317-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 340-4 310-4 30-0 9.0% 11-4 3.4% 78% True False 96,151
10 347-6 310-4 37-2 11.2% 12-3 3.7% 63% False False 117,650
20 347-6 305-2 42-4 12.7% 10-0 3.0% 68% False False 110,020
40 375-2 305-2 70-0 21.0% 10-0 3.0% 41% False False 113,566
60 375-2 305-2 70-0 21.0% 9-5 2.9% 41% False False 114,923
80 471-4 305-2 166-2 49.8% 9-4 2.8% 17% False False 105,642
100 473-0 305-2 167-6 50.2% 9-2 2.8% 17% False False 94,490
120 473-0 305-2 167-6 50.2% 9-2 2.8% 17% False False 83,717
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 390-4
2.618 371-2
1.618 359-4
1.000 352-2
0.618 347-6
HIGH 340-4
0.618 336-0
0.500 334-5
0.382 333-2
LOW 328-6
0.618 321-4
1.000 317-0
1.618 309-6
2.618 298-0
4.250 278-6
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 334-5 332-5
PP 334-3 331-2
S1 334-2 329-7

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

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