CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 376-4 383-2 6-6 1.8% 373-0
High 387-4 387-4 0-0 0.0% 388-4
Low 375-4 379-4 4-0 1.1% 368-6
Close 386-2 384-4 -1-6 -0.5% 372-0
Range 12-0 8-0 -4-0 -33.3% 19-6
ATR 12-5 12-2 -0-3 -2.6% 0-0
Volume 79,581 108,197 28,616 36.0% 682,929
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 407-7 404-1 388-7
R3 399-7 396-1 386-6
R2 391-7 391-7 386-0
R1 388-1 388-1 385-2 390-0
PP 383-7 383-7 383-7 384-6
S1 380-1 380-1 383-6 382-0
S2 375-7 375-7 383-0
S3 367-7 372-1 382-2
S4 359-7 364-1 380-1
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 435-5 423-5 382-7
R3 415-7 403-7 377-3
R2 396-1 396-1 375-5
R1 384-1 384-1 373-6 380-2
PP 376-3 376-3 376-3 374-4
S1 364-3 364-3 370-2 360-4
S2 356-5 356-5 368-3
S3 336-7 344-5 366-5
S4 317-1 324-7 361-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 388-4 368-6 19-6 5.1% 9-2 2.4% 80% False False 121,378
10 388-4 354-2 34-2 8.9% 10-1 2.6% 88% False False 134,235
20 388-4 319-2 69-2 18.0% 11-0 2.9% 94% False False 120,072
40 388-4 305-2 83-2 21.7% 10-2 2.7% 95% False False 114,801
60 388-4 305-2 83-2 21.7% 10-0 2.6% 95% False False 115,556
80 403-0 305-2 97-6 25.4% 9-6 2.5% 81% False False 115,691
100 473-0 305-2 167-6 43.6% 9-5 2.5% 47% False False 106,691
120 473-0 305-2 167-6 43.6% 9-4 2.5% 47% False False 97,141
Crabel Price Patterns
NR True
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 2-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 421-4
2.618 408-4
1.618 400-4
1.000 395-4
0.618 392-4
HIGH 387-4
0.618 384-4
0.500 383-4
0.382 382-4
LOW 379-4
0.618 374-4
1.000 371-4
1.618 366-4
2.618 358-4
4.250 345-4
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 384-1 382-3
PP 383-7 380-2
S1 383-4 378-1

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

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