CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 366-0 373-0 7-0 1.9% 331-2
High 373-0 383-4 10-4 2.8% 373-0
Low 359-0 371-4 12-4 3.5% 330-4
Close 362-2 381-2 19-0 5.2% 362-2
Range 14-0 12-0 -2-0 -14.3% 42-4
ATR 12-3 13-0 0-5 5.1% 0-0
Volume 155,035 133,104 -21,931 -14.1% 713,972
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 414-6 410-0 387-7
R3 402-6 398-0 384-4
R2 390-6 390-6 383-4
R1 386-0 386-0 382-3 388-3
PP 378-6 378-6 378-6 380-0
S1 374-0 374-0 380-1 376-3
S2 366-6 366-6 379-0
S3 354-6 362-0 378-0
S4 342-6 350-0 374-5
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 482-6 465-0 385-5
R3 440-2 422-4 374-0
R2 397-6 397-6 370-0
R1 380-0 380-0 366-1 388-7
PP 355-2 355-2 355-2 359-6
S1 337-4 337-4 358-3 346-3
S2 312-6 312-6 354-4
S3 270-2 295-0 350-4
S4 227-6 252-4 338-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 383-4 354-2 29-2 7.7% 11-5 3.0% 92% True False 151,417
10 383-4 330-4 53-0 13.9% 11-2 3.0% 96% True False 122,302
20 383-4 310-4 73-0 19.1% 12-0 3.1% 97% True False 120,802
40 383-4 305-2 78-2 20.5% 9-7 2.6% 97% True False 110,504
60 383-4 305-2 78-2 20.5% 10-0 2.6% 97% True False 113,654
80 427-6 305-2 122-4 32.1% 9-6 2.5% 62% False False 113,658
100 473-0 305-2 167-6 44.0% 9-5 2.5% 45% False False 102,184
120 473-0 305-2 167-6 44.0% 9-4 2.5% 45% False False 92,561
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 434-4
2.618 414-7
1.618 402-7
1.000 395-4
0.618 390-7
HIGH 383-4
0.618 378-7
0.500 377-4
0.382 376-1
LOW 371-4
0.618 364-1
1.000 359-4
1.618 352-1
2.618 340-1
4.250 320-4
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 380-0 377-7
PP 378-6 374-5
S1 377-4 371-2

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

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