CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 306-0 309-4 3-4 1.1% 321-4
High 312-0 318-4 6-4 2.1% 330-4
Low 306-0 309-4 3-4 1.1% 306-0
Close 309-6 315-2 5-4 1.8% 306-2
Range 6-0 9-0 3-0 50.0% 24-4
ATR 9-3 9-3 0-0 -0.3% 0-0
Volume 89,745 81,306 -8,439 -9.4% 570,066
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 341-3 337-3 320-2
R3 332-3 328-3 317-6
R2 323-3 323-3 316-7
R1 319-3 319-3 316-1 321-3
PP 314-3 314-3 314-3 315-4
S1 310-3 310-3 314-3 312-3
S2 305-3 305-3 313-5
S3 296-3 301-3 312-6
S4 287-3 292-3 310-2
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 387-6 371-4 319-6
R3 363-2 347-0 313-0
R2 338-6 338-6 310-6
R1 322-4 322-4 308-4 318-3
PP 314-2 314-2 314-2 312-2
S1 298-0 298-0 304-0 293-7
S2 289-6 289-6 301-6
S3 265-2 273-4 299-4
S4 240-6 249-0 292-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 320-0 305-2 14-6 4.7% 7-0 2.2% 68% False False 90,720
10 332-0 305-2 26-6 8.5% 7-5 2.4% 37% False False 102,173
20 342-4 305-2 37-2 11.8% 7-7 2.5% 27% False False 105,575
40 375-2 305-2 70-0 22.2% 9-0 2.9% 14% False False 111,010
60 429-6 305-2 124-4 39.5% 9-0 2.8% 8% False False 110,475
80 473-0 305-2 167-6 53.2% 9-0 2.9% 6% False False 96,396
100 473-0 305-2 167-6 53.2% 9-0 2.8% 6% False False 85,599
120 473-0 305-2 167-6 53.2% 8-7 2.8% 6% False False 75,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 356-6
2.618 342-0
1.618 333-0
1.000 327-4
0.618 324-0
HIGH 318-4
0.618 315-0
0.500 314-0
0.382 313-0
LOW 309-4
0.618 304-0
1.000 300-4
1.618 295-0
2.618 286-0
4.250 271-2
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 314-7 314-1
PP 314-3 313-0
S1 314-0 311-7

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

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