CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 391-0 384-6 -6-2 -1.6% 397-4
High 391-4 384-6 -6-6 -1.7% 405-4
Low 385-0 373-4 -11-4 -3.0% 373-4
Close 385-2 373-6 -11-4 -3.0% 373-6
Range 6-4 11-2 4-6 73.1% 32-0
ATR 12-0 12-0 0-0 -0.2% 0-0
Volume 37,070 41,326 4,256 11.5% 320,633
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 411-1 403-5 380-0
R3 399-7 392-3 376-7
R2 388-5 388-5 375-6
R1 381-1 381-1 374-6 379-2
PP 377-3 377-3 377-3 376-3
S1 369-7 369-7 372-6 368-0
S2 366-1 366-1 371-6
S3 354-7 358-5 370-5
S4 343-5 347-3 367-4
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 480-2 459-0 391-3
R3 448-2 427-0 382-4
R2 416-2 416-2 379-5
R1 395-0 395-0 376-5 389-5
PP 384-2 384-2 384-2 381-4
S1 363-0 363-0 370-7 357-5
S2 352-2 352-2 367-7
S3 320-2 331-0 365-0
S4 288-2 299-0 356-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 405-4 373-4 32-0 8.6% 9-2 2.5% 1% False True 64,126
10 405-4 373-4 32-0 8.6% 10-4 2.8% 1% False True 98,710
20 409-0 366-0 43-0 11.5% 10-5 2.8% 18% False False 126,624
40 413-0 359-0 54-0 14.4% 11-4 3.1% 27% False False 132,454
60 413-0 309-0 104-0 27.8% 11-4 3.1% 62% False False 127,092
80 413-0 305-2 107-6 28.8% 10-5 2.8% 64% False False 121,713
100 413-0 305-2 107-6 28.8% 10-4 2.8% 64% False False 120,659
120 429-6 305-2 124-4 33.3% 10-2 2.7% 55% False False 118,783
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
4.250 432-4
2.618 414-2
1.618 403-0
1.000 396-0
0.618 391-6
HIGH 384-6
0.618 380-4
0.500 379-1
0.382 377-6
LOW 373-4
0.618 366-4
1.000 362-2
1.618 355-2
2.618 344-0
4.250 325-6
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 379-1 385-6
PP 377-3 381-6
S1 375-4 377-6

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

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