CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 397-6 405-0 7-2 1.8% 372-4
High 404-0 409-0 5-0 1.2% 402-4
Low 397-0 397-6 0-6 0.2% 369-2
Close 402-0 398-0 -4-0 -1.0% 390-4
Range 7-0 11-2 4-2 60.7% 33-2
ATR 12-7 12-6 -0-1 -0.9% 0-0
Volume 125,197 111,075 -14,122 -11.3% 955,763
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 435-3 427-7 404-2
R3 424-1 416-5 401-1
R2 412-7 412-7 400-0
R1 405-3 405-3 399-0 403-4
PP 401-5 401-5 401-5 400-5
S1 394-1 394-1 397-0 392-2
S2 390-3 390-3 396-0
S3 379-1 382-7 394-7
S4 367-7 371-5 391-6
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 487-1 472-1 408-6
R3 453-7 438-7 399-5
R2 420-5 420-5 396-5
R1 405-5 405-5 393-4 413-1
PP 387-3 387-3 387-3 391-2
S1 372-3 372-3 387-4 379-7
S2 354-1 354-1 384-3
S3 320-7 339-1 381-3
S4 287-5 305-7 372-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 409-0 385-0 24-0 6.0% 9-2 2.3% 54% True False 153,862
10 409-0 366-0 43-0 10.8% 10-7 2.7% 74% True False 155,968
20 413-0 364-0 49-0 12.3% 12-3 3.1% 69% False False 152,406
40 413-0 323-0 90-0 22.6% 11-6 2.9% 83% False False 136,636
60 413-0 305-2 107-6 27.1% 11-0 2.8% 86% False False 127,431
80 413-0 305-2 107-6 27.1% 10-6 2.7% 86% False False 125,033
100 413-0 305-2 107-6 27.1% 10-3 2.6% 86% False False 123,207
120 473-0 305-2 167-6 42.1% 10-2 2.6% 55% False False 114,956
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 456-6
2.618 438-4
1.618 427-2
1.000 420-2
0.618 416-0
HIGH 409-0
0.618 404-6
0.500 403-3
0.382 402-0
LOW 397-6
0.618 390-6
1.000 386-4
1.618 379-4
2.618 368-2
4.250 350-0
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 403-3 402-5
PP 401-5 401-1
S1 399-6 399-4

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

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