CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 04-Feb-2009

Day Change Summary
	Previous	Current
	03-Feb-2009	04-Feb-2009	Change	Change %	Previous Week
Open	410-0	409-0	-1-0	-0.2%	445-0
High	411-0	412-2	1-2	0.3%	445-4
Low	401-6	401-4	-0-2	-0.1%	419-0
Close	406-2	401-6	-4-4	-1.1%	425-0
Range	9-2	10-6	1-4	16.2%	26-4
ATR	13-2	13-0	-0-1	-1.3%	0-0
Volume	11,266	28,950	17,684	157.0%	68,029

Daily Pivots for day following 04-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	437-3	430-3	407-5
R3	426-5	419-5	404-6
R2	415-7	415-7	403-6
R1	408-7	408-7	402-6	407-0
PP	405-1	405-1	405-1	404-2
S1	398-1	398-1	400-6	396-2
S2	394-3	394-3	399-6
S3	383-5	387-3	398-6
S4	372-7	376-5	395-7

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	509-3	493-5	439-5
R3	482-7	467-1	432-2
R2	456-3	456-3	429-7
R1	440-5	440-5	427-3	435-2
PP	429-7	429-7	429-7	427-1
S1	414-1	414-1	422-5	408-6
S2	403-3	403-3	420-1
S3	376-7	387-5	417-6
S4	350-3	361-1	410-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	430-0	401-4	28-4	7.1%	7-4	1.9%	1%	False	True	13,871
10	445-4	401-4	44-0	11.0%	9-0	2.2%	1%	False	True	14,801
20	463-4	401-4	62-0	15.4%	10-1	2.5%	0%	False	True	15,009

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	458-0
2.618	440-3
1.618	429-5
1.000	423-0
0.618	418-7
HIGH	412-2
0.618	408-1
0.500	406-7
0.382	405-5
LOW	401-4
0.618	394-7
1.000	390-6
1.618	384-1
2.618	373-3
4.250	355-6

Fisher Pivots for day following 04-Feb-2009
Pivot	1 day	3 day
R1	406-7	410-0
PP	405-1	407-2
S1	403-4	404-4

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