CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 339-0 340-4 1-4 0.4% 311-0
High 344-2 346-0 1-6 0.5% 340-4
Low 335-4 337-4 2-0 0.6% 310-4
Close 344-0 340-4 -3-4 -1.0% 334-0
Range 8-6 8-4 -0-2 -2.9% 30-0
ATR 11-1 11-0 -0-2 -1.7% 0-0
Volume 118,176 99,522 -18,654 -15.8% 480,759
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 366-7 362-1 345-1
R3 358-3 353-5 342-7
R2 349-7 349-7 342-0
R1 345-1 345-1 341-2 344-6
PP 341-3 341-3 341-3 341-1
S1 336-5 336-5 339-6 336-2
S2 332-7 332-7 339-0
S3 324-3 328-1 338-1
S4 315-7 319-5 335-7
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
5 346-2 328-6 17-4 5.1% 9-2 2.7% 67% False False 106,306
10 346-2 310-4 35-6 10.5% 10-2 3.0% 84% False False 99,946
20 347-6 305-2 42-4 12.5% 10-2 3.0% 83% False False 106,778
40 351-2 305-2 46-0 13.5% 9-5 2.8% 77% False False 112,085
60 375-2 305-2 70-0 20.6% 9-5 2.8% 50% False False 110,770
80 471-4 305-2 166-2 48.8% 9-4 2.8% 21% False False 108,171
100 473-0 305-2 167-6 49.3% 9-3 2.8% 21% False False 96,818
120 473-0 305-2 167-6 49.3% 9-2 2.7% 21% False False 86,407
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 2-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 382-1
2.618 368-2
1.618 359-6
1.000 354-4
0.618 351-2
HIGH 346-0
0.618 342-6
0.500 341-6
0.382 340-6
LOW 337-4
0.618 332-2
1.000 329-0
1.618 323-6
2.618 315-2
4.250 301-3
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 341-6 340-7
PP 341-3 340-6
S1 340-7 340-5

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

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