CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 367-0 374-0 7-0 1.9% 376-4
High 372-0 381-6 9-6 2.6% 413-0
Low 365-2 372-4 7-2 2.0% 375-4
Close 369-0 379-4 10-4 2.8% 397-6
Range 6-6 9-2 2-4 37.0% 37-4
ATR 12-7 12-7 0-0 -0.1% 0-0
Volume 144,291 126,299 -17,992 -12.5% 601,384
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 405-5 401-7 384-5
R3 396-3 392-5 382-0
R2 387-1 387-1 381-2
R1 383-3 383-3 380-3 385-2
PP 377-7 377-7 377-7 378-7
S1 374-1 374-1 378-5 376-0
S2 368-5 368-5 377-6
S3 359-3 364-7 377-0
S4 350-1 355-5 374-3
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
5 413-0 365-2 47-6 12.6% 13-2 3.5% 30% False False 142,798
10 413-0 365-2 47-6 12.6% 11-7 3.1% 30% False False 132,272
20 413-0 330-4 82-4 21.7% 11-6 3.1% 59% False False 133,840
40 413-0 305-2 107-6 28.4% 11-0 2.9% 69% False False 120,309
60 413-0 305-2 107-6 28.4% 10-2 2.7% 69% False False 119,337
80 413-0 305-2 107-6 28.4% 10-1 2.7% 69% False False 116,538
100 471-4 305-2 166-2 43.8% 10-0 2.6% 45% False False 113,305
120 473-0 305-2 167-6 44.2% 9-6 2.6% 44% False False 102,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 421-0
2.618 406-0
1.618 396-6
1.000 391-0
0.618 387-4
HIGH 381-6
0.618 378-2
0.500 377-1
0.382 376-0
LOW 372-4
0.618 366-6
1.000 363-2
1.618 357-4
2.618 348-2
4.250 333-2
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 378-6 377-4
PP 377-7 375-4
S1 377-1 373-4

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

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