CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 344-0 339-0 -5-0 -1.5% 311-0
High 346-2 344-2 -2-0 -0.6% 340-4
Low 336-4 335-4 -1-0 -0.3% 310-4
Close 341-0 344-0 3-0 0.9% 334-0
Range 9-6 8-6 -1-0 -10.3% 30-0
ATR 11-3 11-1 -0-1 -1.6% 0-0
Volume 71,776 118,176 46,400 64.6% 480,759
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 367-4 364-4 348-6
R3 358-6 355-6 346-3
R2 350-0 350-0 345-5
R1 347-0 347-0 344-6 348-4
PP 341-2 341-2 341-2 342-0
S1 338-2 338-2 343-2 339-6
S2 332-4 332-4 342-3
S3 323-6 329-4 341-5
S4 315-0 320-6 339-2
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
5 346-2 323-0 23-2 6.8% 10-4 3.0% 90% False False 107,322
10 346-2 310-4 35-6 10.4% 10-2 3.0% 94% False False 106,467
20 347-6 305-2 42-4 12.4% 10-0 2.9% 91% False False 108,066
40 367-4 305-2 62-2 18.1% 9-7 2.9% 62% False False 112,177
60 375-2 305-2 70-0 20.3% 9-5 2.8% 55% False False 112,575
80 471-4 305-2 166-2 48.3% 9-4 2.8% 23% False False 107,499
100 473-0 305-2 167-6 48.8% 9-3 2.7% 23% False False 96,281
120 473-0 305-2 167-6 48.8% 9-2 2.7% 23% False False 85,796
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 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 381-4
2.618 367-1
1.618 358-3
1.000 353-0
0.618 349-5
HIGH 344-2
0.618 340-7
0.500 339-7
0.382 338-7
LOW 335-4
0.618 330-1
1.000 326-6
1.618 321-3
2.618 312-5
4.250 298-2
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 342-5 342-3
PP 341-2 340-7
S1 339-7 339-2

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

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