CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 342-0 331-0 -11-0 -3.2% 306-2
High 342-0 331-4 -10-4 -3.1% 320-2
Low 325-0 323-0 -2-0 -0.6% 305-2
Close 336-2 329-0 -7-2 -2.2% 319-6
Range 17-0 8-4 -8-4 -50.0% 15-0
ATR 11-3 11-4 0-1 1.2% 0-0
Volume 252,221 164,737 -87,484 -34.7% 357,142
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 353-3 349-5 333-5
R3 344-7 341-1 331-3
R2 336-3 336-3 330-4
R1 332-5 332-5 329-6 330-2
PP 327-7 327-7 327-7 326-5
S1 324-1 324-1 328-2 321-6
S2 319-3 319-3 327-4
S3 310-7 315-5 326-5
S4 302-3 307-1 324-3
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 360-1 354-7 328-0
R3 345-1 339-7 323-7
R2 330-1 330-1 322-4
R1 324-7 324-7 321-1 327-4
PP 315-1 315-1 315-1 316-3
S1 309-7 309-7 318-3 312-4
S2 300-1 300-1 317-0
S3 285-1 294-7 315-5
S4 270-1 279-7 311-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 347-6 309-0 38-6 11.8% 13-2 4.0% 52% False False 136,501
10 347-6 305-2 42-4 12.9% 10-1 3.1% 56% False False 113,611
20 347-6 305-2 42-4 12.9% 9-2 2.8% 56% False False 109,674
40 375-2 305-2 70-0 21.3% 9-6 3.0% 34% False False 115,141
60 411-0 305-2 105-6 32.1% 9-3 2.8% 22% False False 115,034
80 473-0 305-2 167-6 51.0% 9-2 2.8% 14% False False 102,093
100 473-0 305-2 167-6 51.0% 9-2 2.8% 14% False False 90,845
120 473-0 305-2 167-6 51.0% 9-1 2.8% 14% False False 80,138
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 0-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 367-5
2.618 353-6
1.618 345-2
1.000 340-0
0.618 336-6
HIGH 331-4
0.618 328-2
0.500 327-2
0.382 326-2
LOW 323-0
0.618 317-6
1.000 314-4
1.618 309-2
2.618 300-6
4.250 286-7
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 328-3 335-1
PP 327-7 333-1
S1 327-2 331-0

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

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