CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 379-0 385-0 6-0 1.6% 331-2
High 386-2 388-4 2-2 0.6% 373-0
Low 375-0 377-6 2-6 0.7% 330-4
Close 381-6 383-0 1-2 0.3% 362-2
Range 11-2 10-6 -0-4 -4.4% 42-4
ATR 12-7 12-6 -0-1 -1.2% 0-0
Volume 130,709 151,836 21,127 16.2% 713,972
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 415-3 409-7 388-7
R3 404-5 399-1 386-0
R2 393-7 393-7 385-0
R1 388-3 388-3 384-0 385-6
PP 383-1 383-1 383-1 381-6
S1 377-5 377-5 382-0 375-0
S2 372-3 372-3 381-0
S3 361-5 366-7 380-0
S4 350-7 356-1 377-1
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
5 388-4 359-0 29-4 7.7% 11-2 2.9% 81% True False 134,701
10 388-4 330-4 58-0 15.1% 11-5 3.0% 91% True False 131,562
20 388-4 310-4 78-0 20.4% 11-0 2.9% 93% True False 119,014
40 388-4 305-2 83-2 21.7% 10-1 2.6% 93% True False 112,171
60 388-4 305-2 83-2 21.7% 10-1 2.6% 93% True False 115,401
80 411-0 305-2 105-6 27.6% 9-6 2.5% 74% False False 115,332
100 473-0 305-2 167-6 43.8% 9-5 2.5% 46% False False 104,233
120 473-0 305-2 167-6 43.8% 9-4 2.5% 46% False False 94,435
Crabel Price Patterns
NR True
NR4 True
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 2-2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 434-2
2.618 416-5
1.618 405-7
1.000 399-2
0.618 395-1
HIGH 388-4
0.618 384-3
0.500 383-1
0.382 381-7
LOW 377-6
0.618 371-1
1.000 367-0
1.618 360-3
2.618 349-5
4.250 332-0
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 383-1 382-0
PP 383-1 381-0
S1 383-0 380-0

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

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