CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 370-4 372-4 2-0 0.5% 397-4
High 371-0 372-4 1-4 0.4% 405-4
Low 368-0 364-0 -4-0 -1.1% 373-4
Close 369-4 368-0 -1-4 -0.4% 373-6
Range 3-0 8-4 5-4 183.3% 32-0
ATR 11-0 10-7 -0-1 -1.6% 0-0
Volume 26,026 20,497 -5,529 -21.2% 320,633
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 393-5 389-3 372-5
R3 385-1 380-7 370-3
R2 376-5 376-5 369-4
R1 372-3 372-3 368-6 370-2
PP 368-1 368-1 368-1 367-1
S1 363-7 363-7 367-2 361-6
S2 359-5 359-5 366-4
S3 351-1 355-3 365-5
S4 342-5 346-7 363-3
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
5 391-4 364-0 27-4 7.5% 7-2 2.0% 15% False True 30,663
10 405-4 364-0 41-4 11.3% 9-2 2.5% 10% False True 68,625
20 409-0 364-0 45-0 12.2% 9-4 2.6% 9% False True 108,034
40 413-0 364-0 49-0 13.3% 11-0 3.0% 8% False True 123,856
60 413-0 310-4 102-4 27.9% 11-1 3.0% 56% False False 123,915
80 413-0 305-2 107-6 29.3% 10-4 2.9% 58% False False 117,665
100 413-0 305-2 107-6 29.3% 10-4 2.8% 58% False False 118,309
120 413-0 305-2 107-6 29.3% 10-1 2.8% 58% False False 117,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 408-5
2.618 394-6
1.618 386-2
1.000 381-0
0.618 377-6
HIGH 372-4
0.618 369-2
0.500 368-2
0.382 367-2
LOW 364-0
0.618 358-6
1.000 355-4
1.618 350-2
2.618 341-6
4.250 327-7
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 368-2 369-1
PP 368-1 368-6
S1 368-1 368-3

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

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