CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 410-4 400-0 -10-4 -2.6% 376-4
High 413-0 400-0 -13-0 -3.1% 413-0
Low 395-0 376-6 -18-2 -4.6% 375-4
Close 397-6 378-0 -19-6 -5.0% 397-6
Range 18-0 23-2 5-2 29.2% 37-4
ATR 12-7 13-5 0-6 5.7% 0-0
Volume 121,943 162,324 40,381 33.1% 601,384
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 454-5 439-5 390-6
R3 431-3 416-3 384-3
R2 408-1 408-1 382-2
R1 393-1 393-1 380-1 389-0
PP 384-7 384-7 384-7 382-7
S1 369-7 369-7 375-7 365-6
S2 361-5 361-5 373-6
S3 338-3 346-5 371-5
S4 315-1 323-3 365-2
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
5 413-0 376-6 36-2 9.6% 15-1 4.0% 3% False True 136,825
10 413-0 368-6 44-2 11.7% 12-4 3.3% 21% False False 131,353
20 413-0 330-4 82-4 21.8% 11-7 3.1% 58% False False 126,828
40 413-0 305-2 107-6 28.5% 11-0 2.9% 68% False False 119,126
60 413-0 305-2 107-6 28.5% 10-5 2.8% 68% False False 118,474
80 413-0 305-2 107-6 28.5% 10-2 2.7% 68% False False 117,488
100 471-4 305-2 166-2 44.0% 9-7 2.6% 44% False False 110,447
120 473-0 305-2 167-6 44.4% 9-6 2.6% 43% False False 100,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 498-6
2.618 460-7
1.618 437-5
1.000 423-2
0.618 414-3
HIGH 400-0
0.618 391-1
0.500 388-3
0.382 385-5
LOW 376-6
0.618 362-3
1.000 353-4
1.618 339-1
2.618 315-7
4.250 278-0
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 388-3 394-7
PP 384-7 389-2
S1 381-4 383-5

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

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