CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 374-0 372-4 -1-4 -0.4% 400-0
High 381-6 374-0 -7-6 -2.0% 400-0
Low 372-4 364-0 -8-4 -2.3% 364-0
Close 379-4 366-0 -13-4 -3.6% 366-0
Range 9-2 10-0 0-6 8.1% 36-0
ATR 12-7 13-0 0-2 1.5% 0-0
Volume 126,299 121,926 -4,373 -3.5% 713,976
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 398-0 392-0 371-4
R3 388-0 382-0 368-6
R2 378-0 378-0 367-7
R1 372-0 372-0 366-7 370-0
PP 368-0 368-0 368-0 367-0
S1 362-0 362-0 365-1 360-0
S2 358-0 358-0 364-1
S3 348-0 352-0 363-2
S4 338-0 342-0 360-4
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 484-5 461-3 385-6
R3 448-5 425-3 375-7
R2 412-5 412-5 372-5
R1 389-3 389-3 369-2 383-0
PP 376-5 376-5 376-5 373-4
S1 353-3 353-3 362-6 347-0
S2 340-5 340-5 359-3
S3 304-5 317-3 356-1
S4 268-5 281-3 346-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 400-0 364-0 36-0 9.8% 11-5 3.2% 6% False True 142,795
10 413-0 364-0 49-0 13.4% 12-2 3.3% 4% False True 131,536
20 413-0 330-4 82-4 22.5% 11-7 3.2% 43% False False 135,613
40 413-0 305-2 107-6 29.4% 11-0 3.0% 56% False False 121,167
60 413-0 305-2 107-6 29.4% 10-2 2.8% 56% False False 119,085
80 413-0 305-2 107-6 29.4% 10-2 2.8% 56% False False 116,838
100 469-2 305-2 164-0 44.8% 9-7 2.7% 37% False False 113,917
120 473-0 305-2 167-6 45.8% 9-7 2.7% 36% False False 103,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 416-4
2.618 400-1
1.618 390-1
1.000 384-0
0.618 380-1
HIGH 374-0
0.618 370-1
0.500 369-0
0.382 367-7
LOW 364-0
0.618 357-7
1.000 354-0
1.618 347-7
2.618 337-7
4.250 321-4
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 369-0 372-7
PP 368-0 370-5
S1 367-0 368-2

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

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