CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 395-4 410-4 15-0 3.8% 376-4
High 405-0 413-0 8-0 2.0% 413-0
Low 395-2 395-0 -0-2 -0.1% 375-4
Close 403-4 397-6 -5-6 -1.4% 397-6
Range 9-6 18-0 8-2 84.6% 37-4
ATR 12-4 12-7 0-3 3.1% 0-0
Volume 181,615 121,943 -59,672 -32.9% 601,384
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 455-7 444-7 407-5
R3 437-7 426-7 402-6
R2 419-7 419-7 401-0
R1 408-7 408-7 399-3 405-3
PP 401-7 401-7 401-7 400-2
S1 390-7 390-7 396-1 387-3
S2 383-7 383-7 394-4
S3 365-7 372-7 392-6
S4 347-7 354-7 387-7
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 507-7 490-3 418-3
R3 470-3 452-7 408-0
R2 432-7 432-7 404-5
R1 415-3 415-3 401-2 424-1
PP 395-3 395-3 395-3 399-6
S1 377-7 377-7 394-2 386-5
S2 357-7 357-7 390-7
S3 320-3 340-3 387-4
S4 282-7 302-7 377-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 413-0 375-4 37-4 9.4% 12-7 3.2% 59% True False 120,276
10 413-0 368-6 44-2 11.1% 11-3 2.9% 66% True False 128,431
20 413-0 330-4 82-4 20.7% 11-1 2.8% 82% True False 124,951
40 413-0 305-2 107-6 27.1% 10-5 2.7% 86% True False 117,486
60 413-0 305-2 107-6 27.1% 10-3 2.6% 86% True False 117,361
80 413-0 305-2 107-6 27.1% 10-0 2.5% 86% True False 117,430
100 471-4 305-2 166-2 41.8% 9-6 2.5% 56% False False 109,504
120 473-0 305-2 167-6 42.2% 9-5 2.4% 55% False False 99,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 489-4
2.618 460-1
1.618 442-1
1.000 431-0
0.618 424-1
HIGH 413-0
0.618 406-1
0.500 404-0
0.382 401-7
LOW 395-0
0.618 383-7
1.000 377-0
1.618 365-7
2.618 347-7
4.250 318-4
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 404-0 400-0
PP 401-7 399-2
S1 399-7 398-4

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

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