CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 392-0 398-4 6-4 1.7% 398-0
High 394-6 402-6 8-0 2.0% 409-0
Low 389-0 385-2 -3-6 -1.0% 389-0
Close 391-0 387-2 -3-6 -1.0% 391-0
Range 5-6 17-4 11-6 204.3% 20-0
ATR 12-1 12-4 0-3 3.2% 0-0
Volume 104,243 114,564 10,321 9.9% 568,578
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 444-2 433-2 396-7
R3 426-6 415-6 392-0
R2 409-2 409-2 390-4
R1 398-2 398-2 388-7 395-0
PP 391-6 391-6 391-6 390-1
S1 380-6 380-6 385-5 377-4
S2 374-2 374-2 384-0
S3 356-6 363-2 382-4
S4 339-2 345-6 377-5
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 456-3 443-5 402-0
R3 436-3 423-5 396-4
R2 416-3 416-3 394-5
R1 403-5 403-5 392-7 400-0
PP 396-3 396-3 396-3 394-4
S1 383-5 383-5 389-1 380-0
S2 376-3 376-3 387-3
S3 356-3 363-5 385-4
S4 336-3 343-5 380-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 409-0 385-2 23-6 6.1% 10-2 2.6% 8% False True 116,445
10 409-0 380-4 28-4 7.4% 10-5 2.7% 24% False False 149,178
20 409-0 364-0 45-0 11.6% 11-4 3.0% 52% False False 146,410
40 413-0 330-4 82-4 21.3% 11-5 3.0% 69% False False 136,619
60 413-0 305-2 107-6 27.8% 11-1 2.9% 76% False False 128,221
80 413-0 305-2 107-6 27.8% 10-6 2.8% 76% False False 125,458
100 413-0 305-2 107-6 27.8% 10-4 2.7% 76% False False 123,273
120 471-4 305-2 166-2 42.9% 10-1 2.6% 49% False False 116,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 477-1
2.618 448-5
1.618 431-1
1.000 420-2
0.618 413-5
HIGH 402-6
0.618 396-1
0.500 394-0
0.382 391-7
LOW 385-2
0.618 374-3
1.000 367-6
1.618 356-7
2.618 339-3
4.250 310-7
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 394-0 394-0
PP 391-6 391-6
S1 389-4 389-4

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

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