CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 371-0 375-4 4-4 1.2% 400-0
High 383-4 396-2 12-6 3.3% 400-0
Low 366-6 375-4 8-6 2.4% 364-0
Close 382-2 390-0 7-6 2.0% 366-0
Range 16-6 20-6 4-0 23.9% 36-0
ATR 13-3 13-7 0-4 4.0% 0-0
Volume 135,037 164,534 29,497 21.8% 713,976
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 449-4 440-4 401-3
R3 428-6 419-6 395-6
R2 408-0 408-0 393-6
R1 399-0 399-0 391-7 403-4
PP 387-2 387-2 387-2 389-4
S1 378-2 378-2 388-1 382-6
S2 366-4 366-4 386-2
S3 345-6 357-4 384-2
S4 325-0 336-6 378-5
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
5 396-2 364-0 32-2 8.3% 12-6 3.3% 81% True False 138,417
10 413-0 364-0 49-0 12.6% 14-0 3.6% 53% False False 142,715
20 413-0 354-2 58-6 15.1% 12-0 3.1% 61% False False 138,475
40 413-0 306-0 107-0 27.4% 11-5 3.0% 79% False False 123,783
60 413-0 305-2 107-6 27.6% 10-4 2.7% 79% False False 119,427
80 413-0 305-2 107-6 27.6% 10-3 2.7% 79% False False 117,986
100 438-0 305-2 132-6 34.0% 10-1 2.6% 64% False False 115,665
120 473-0 305-2 167-6 43.0% 10-0 2.6% 51% False False 104,621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 484-4
2.618 450-5
1.618 429-7
1.000 417-0
0.618 409-1
HIGH 396-2
0.618 388-3
0.500 385-7
0.382 383-3
LOW 375-4
0.618 362-5
1.000 354-6
1.618 341-7
2.618 321-1
4.250 287-2
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 388-5 386-6
PP 387-2 383-3
S1 385-7 380-1

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

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