CME Pit-Traded Corn Future December 2009

Trading Metrics calculated at close of trading on 09-Feb-2009

Day Change Summary
	Previous	Current
	06-Feb-2009	09-Feb-2009	Change	Change %	Previous Week
Open	418-4	422-0	3-4	0.8%	418-4
High	423-4	426-6	3-2	0.8%	423-4
Low	416-2	421-4	5-2	1.3%	401-4
Close	421-6	421-6	0-0	0.0%	421-6
Range	7-2	5-2	-2-0	-27.6%	22-0
ATR	12-6	12-1	-0-4	-4.2%	0-0
Volume	15,674	11,546	-4,128	-26.3%	89,584

Daily Pivots for day following 09-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	439-1	435-5	424-5
R3	433-7	430-3	423-2
R2	428-5	428-5	422-6
R1	425-1	425-1	422-2	424-2
PP	423-3	423-3	423-3	422-7
S1	419-7	419-7	421-2	419-0
S2	418-1	418-1	420-6
S3	412-7	414-5	420-2
S4	407-5	409-3	418-7

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	481-5	473-5	433-7
R3	459-5	451-5	427-6
R2	437-5	437-5	425-6
R1	429-5	429-5	423-6	433-5
PP	415-5	415-5	415-5	417-4
S1	407-5	407-5	419-6	411-5
S2	393-5	393-5	417-6
S3	371-5	385-5	415-6
S4	349-5	363-5	409-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	426-6	401-4	25-2	6.0%	8-6	2.1%	80%	True	False	18,326
10	432-0	401-4	30-4	7.2%	8-1	1.9%	66%	False	False	15,609
20	447-4	401-4	46-0	10.9%	10-1	2.4%	44%	False	False	15,853

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-7
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	449-0
2.618	440-4
1.618	435-2
1.000	432-0
0.618	430-0
HIGH	426-6
0.618	424-6
0.500	424-1
0.382	423-4
LOW	421-4
0.618	418-2
1.000	416-2
1.618	413-0
2.618	407-6
4.250	399-2

Fisher Pivots for day following 09-Feb-2009
Pivot	1 day	3 day
R1	424-1	419-5
PP	423-3	417-3
S1	422-4	415-2

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