CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 385-0 377-4 -7-4 -1.9% 331-2
High 388-4 378-0 -10-4 -2.7% 373-0
Low 377-6 369-0 -8-6 -2.3% 330-4
Close 383-0 373-0 -10-0 -2.6% 362-2
Range 10-6 9-0 -1-6 -16.3% 42-4
ATR 12-6 12-7 0-1 0.7% 0-0
Volume 151,836 137,988 -13,848 -9.1% 713,972
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 400-3 395-5 378-0
R3 391-3 386-5 375-4
R2 382-3 382-3 374-5
R1 377-5 377-5 373-7 375-4
PP 373-3 373-3 373-3 372-2
S1 368-5 368-5 372-1 366-4
S2 364-3 364-3 371-3
S3 355-3 359-5 370-4
S4 346-3 350-5 368-0
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
5 388-4 359-0 29-4 7.9% 11-3 3.1% 47% False False 141,734
10 388-4 330-4 58-0 15.5% 11-6 3.1% 73% False False 135,408
20 388-4 310-4 78-0 20.9% 11-0 2.9% 80% False False 117,677
40 388-4 305-2 83-2 22.3% 10-1 2.7% 81% False False 113,676
60 388-4 305-2 83-2 22.3% 10-1 2.7% 81% False False 115,986
80 411-0 305-2 105-6 28.4% 9-6 2.6% 64% False False 115,695
100 473-0 305-2 167-6 45.0% 9-5 2.6% 40% False False 105,210
120 473-0 305-2 167-6 45.0% 9-4 2.6% 40% False False 95,317
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 416-2
2.618 401-4
1.618 392-4
1.000 387-0
0.618 383-4
HIGH 378-0
0.618 374-4
0.500 373-4
0.382 372-4
LOW 369-0
0.618 363-4
1.000 360-0
1.618 354-4
2.618 345-4
4.250 330-6
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 373-4 378-6
PP 373-3 376-7
S1 373-1 374-7

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

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