CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	419-0	444-0	25-0	6.0%	429-4
High	437-0	447-4	10-4	2.4%	437-0
Low	419-0	424-4	5-4	1.3%	404-4
Close	436-6	430-0	-6-6	-1.5%	436-6
Range	18-0	23-0	5-0	27.8%	32-4
ATR
Volume	13,477	14,820	1,343	10.0%	74,547

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	503-0	489-4	442-5
R3	480-0	466-4	436-3
R2	457-0	457-0	434-2
R1	443-4	443-4	432-1	438-6
PP	434-0	434-0	434-0	431-5
S1	420-4	420-4	427-7	415-6
S2	411-0	411-0	425-6
S3	388-0	397-4	423-5
S4	365-0	374-4	417-3

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	523-5	512-5	454-5
R3	491-1	480-1	445-6
R2	458-5	458-5	442-6
R1	447-5	447-5	439-6	453-1
PP	426-1	426-1	426-1	428-6
S1	415-1	415-1	433-6	420-5
S2	393-5	393-5	430-6
S3	361-1	382-5	427-6
S4	328-5	350-1	418-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	447-4	404-4	43-0	10.0%	14-5	3.4%	59%	True	False	13,141
10	471-4	404-4	67-0	15.6%	11-4	2.7%	38%	False	False	12,947

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2-3
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	545-2
2.618	507-6
1.618	484-6
1.000	470-4
0.618	461-6
HIGH	447-4
0.618	438-6
0.500	436-0
0.382	433-2
LOW	424-4
0.618	410-2
1.000	401-4
1.618	387-2
2.618	364-2
4.250	326-6

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	436-0	428-6
PP	434-0	427-4
S1	432-0	426-2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols