CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 340-4 337-6 -2-6 -0.8% 334-4
High 346-0 340-2 -5-6 -1.7% 346-2
Low 337-4 331-6 -5-6 -1.7% 331-6
Close 340-4 333-4 -7-0 -2.1% 333-4
Range 8-4 8-4 0-0 0.0% 14-4
ATR 11-0 10-6 -0-1 -1.4% 0-0
Volume 99,522 86,479 -13,043 -13.1% 500,749
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 360-5 355-5 338-1
R3 352-1 347-1 335-7
R2 343-5 343-5 335-0
R1 338-5 338-5 334-2 336-7
PP 335-1 335-1 335-1 334-2
S1 330-1 330-1 332-6 328-3
S2 326-5 326-5 332-0
S3 318-1 321-5 331-1
S4 309-5 313-1 328-7
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 380-5 371-5 341-4
R3 366-1 357-1 337-4
R2 351-5 351-5 336-1
R1 342-5 342-5 334-7 339-7
PP 337-1 337-1 337-1 335-6
S1 328-1 328-1 332-1 325-3
S2 322-5 322-5 330-7
S3 308-1 313-5 329-4
S4 293-5 299-1 325-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 346-2 331-6 14-4 4.3% 8-4 2.6% 12% False True 100,149
10 346-2 310-4 35-6 10.7% 10-0 3.0% 64% False False 98,150
20 347-6 305-2 42-4 12.7% 10-2 3.1% 66% False False 106,721
40 347-6 305-2 42-4 12.7% 9-4 2.8% 66% False False 110,822
60 375-2 305-2 70-0 21.0% 9-5 2.9% 40% False False 110,580
80 469-2 305-2 164-0 49.2% 9-4 2.8% 17% False False 108,493
100 473-0 305-2 167-6 50.3% 9-3 2.8% 17% False False 97,319
120 473-0 305-2 167-6 50.3% 9-2 2.8% 17% False False 86,945
Crabel Price Patterns
NR False
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 2-3
Fibonacci Retracements and Extensions
4.250 376-3
2.618 362-4
1.618 354-0
1.000 348-6
0.618 345-4
HIGH 340-2
0.618 337-0
0.500 336-0
0.382 335-0
LOW 331-6
0.618 326-4
1.000 323-2
1.618 318-0
2.618 309-4
4.250 295-5
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 336-0 338-7
PP 335-1 337-1
S1 334-3 335-2

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

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