CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 403-0 398-0 -5-0 -1.2% 398-4
High 405-4 398-0 -7-4 -1.8% 402-6
Low 397-4 390-0 -7-4 -1.9% 375-0
Close 399-6 391-6 -8-0 -2.0% 397-2
Range 8-0 8-0 0-0 0.0% 27-6
ATR 12-5 12-3 -0-2 -1.6% 0-0
Volume 67,469 36,952 -30,517 -45.2% 562,225
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 417-2 412-4 396-1
R3 409-2 404-4 394-0
R2 401-2 401-2 393-2
R1 396-4 396-4 392-4 394-7
PP 393-2 393-2 393-2 392-4
S1 388-4 388-4 391-0 386-7
S2 385-2 385-2 390-2
S3 377-2 380-4 389-4
S4 369-2 372-4 387-3
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 474-7 463-7 412-4
R3 447-1 436-1 404-7
R2 419-3 419-3 402-3
R1 408-3 408-3 399-6 400-0
PP 391-5 391-5 391-5 387-4
S1 380-5 380-5 394-6 372-2
S2 363-7 363-7 392-1
S3 336-1 352-7 389-5
S4 308-3 325-1 382-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 405-4 381-4 24-0 6.1% 11-2 2.9% 43% False False 106,587
10 409-0 375-0 34-0 8.7% 10-6 2.8% 49% False False 114,692
20 409-0 366-0 43-0 11.0% 11-0 2.8% 60% False False 138,344
40 413-0 354-2 58-6 15.0% 11-4 2.9% 64% False False 138,409
60 413-0 306-0 107-0 27.3% 11-4 2.9% 80% False False 128,636
80 413-0 305-2 107-6 27.5% 10-5 2.7% 80% False False 124,156
100 413-0 305-2 107-6 27.5% 10-4 2.7% 80% False False 122,057
120 438-0 305-2 132-6 33.9% 10-2 2.6% 65% False False 119,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 2-0
Fibonacci Retracements and Extensions
4.250 432-0
2.618 419-0
1.618 411-0
1.000 406-0
0.618 403-0
HIGH 398-0
0.618 395-0
0.500 394-0
0.382 393-0
LOW 390-0
0.618 385-0
1.000 382-0
1.618 377-0
2.618 369-0
4.250 356-0
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 394-0 397-6
PP 393-2 395-6
S1 392-4 393-6

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

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