CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 373-0 379-0 6-0 1.6% 331-2
High 383-4 386-2 2-6 0.7% 373-0
Low 371-4 375-0 3-4 0.9% 330-4
Close 381-2 381-6 0-4 0.1% 362-2
Range 12-0 11-2 -0-6 -6.3% 42-4
ATR 13-0 12-7 -0-1 -1.0% 0-0
Volume 133,104 130,709 -2,395 -1.8% 713,972
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 414-6 409-4 388-0
R3 403-4 398-2 384-7
R2 392-2 392-2 383-6
R1 387-0 387-0 382-6 389-5
PP 381-0 381-0 381-0 382-2
S1 375-6 375-6 380-6 378-3
S2 369-6 369-6 379-6
S3 358-4 364-4 378-5
S4 347-2 353-2 375-4
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
5 386-2 354-2 32-0 8.4% 11-0 2.9% 86% True False 147,091
10 386-2 330-4 55-6 14.6% 11-4 3.0% 92% True False 128,196
20 386-2 310-4 75-6 19.8% 11-2 2.9% 94% True False 124,034
40 386-2 305-2 81-0 21.2% 10-0 2.6% 94% True False 111,474
60 386-2 305-2 81-0 21.2% 10-1 2.6% 94% True False 114,611
80 411-0 305-2 105-6 27.7% 9-6 2.5% 72% False False 114,412
100 473-0 305-2 167-6 43.9% 9-5 2.5% 46% False False 102,988
120 473-0 305-2 167-6 43.9% 9-4 2.5% 46% False False 93,430
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 2-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 434-0
2.618 415-6
1.618 404-4
1.000 397-4
0.618 393-2
HIGH 386-2
0.618 382-0
0.500 380-5
0.382 379-2
LOW 375-0
0.618 368-0
1.000 363-6
1.618 356-6
2.618 345-4
4.250 327-2
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 381-3 378-6
PP 381-0 375-5
S1 380-5 372-5

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

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