CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 362-0 366-0 4-0 1.1% 331-2
High 370-0 373-0 3-0 0.8% 373-0
Low 362-0 359-0 -3-0 -0.8% 330-4
Close 364-0 362-2 -1-6 -0.5% 362-2
Range 8-0 14-0 6-0 75.0% 42-4
ATR 12-2 12-3 0-1 1.0% 0-0
Volume 102,821 155,035 52,214 50.8% 713,972
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 406-6 398-4 370-0
R3 392-6 384-4 366-1
R2 378-6 378-6 364-7
R1 370-4 370-4 363-4 367-5
PP 364-6 364-6 364-6 363-2
S1 356-4 356-4 361-0 353-5
S2 350-6 350-6 359-5
S3 336-6 342-4 358-3
S4 322-6 328-4 354-4
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 482-6 465-0 385-5
R3 440-2 422-4 374-0
R2 397-6 397-6 370-0
R1 380-0 380-0 366-1 388-7
PP 355-2 355-2 355-2 359-6
S1 337-4 337-4 358-3 346-3
S2 312-6 312-6 354-4
S3 270-2 295-0 350-4
S4 227-6 252-4 338-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 373-0 330-4 42-4 11.7% 13-1 3.6% 75% True False 142,794
10 373-0 330-4 42-4 11.7% 10-7 3.0% 75% True False 121,472
20 373-0 310-4 62-4 17.3% 11-5 3.2% 83% True False 119,561
40 373-0 305-2 67-6 18.7% 9-6 2.7% 84% True False 110,835
60 375-2 305-2 70-0 19.3% 9-7 2.7% 81% False False 113,408
80 428-0 305-2 122-6 33.9% 9-5 2.7% 46% False False 112,874
100 473-0 305-2 167-6 46.3% 9-5 2.6% 34% False False 101,308
120 473-0 305-2 167-6 46.3% 9-3 2.6% 34% False False 91,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 432-4
2.618 409-5
1.618 395-5
1.000 387-0
0.618 381-5
HIGH 373-0
0.618 367-5
0.500 366-0
0.382 364-3
LOW 359-0
0.618 350-3
1.000 345-0
1.618 336-3
2.618 322-3
4.250 299-4
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 366-0 363-5
PP 364-6 363-1
S1 363-4 362-6

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

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