CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 377-4 372-0 -5-4 -1.5% 373-0
High 378-0 375-0 -3-0 -0.8% 388-4
Low 369-0 368-6 -0-2 -0.1% 368-6
Close 373-0 372-0 -1-0 -0.3% 372-0
Range 9-0 6-2 -2-6 -30.6% 19-6
ATR 12-7 12-3 -0-4 -3.7% 0-0
Volume 137,988 129,292 -8,696 -6.3% 682,929
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 390-5 387-5 375-4
R3 384-3 381-3 373-6
R2 378-1 378-1 373-1
R1 375-1 375-1 372-5 375-1
PP 371-7 371-7 371-7 372-0
S1 368-7 368-7 371-3 368-7
S2 365-5 365-5 370-7
S3 359-3 362-5 370-2
S4 353-1 356-3 368-4
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 435-5 423-5 382-7
R3 415-7 403-7 377-3
R2 396-1 396-1 375-5
R1 384-1 384-1 373-6 380-2
PP 376-3 376-3 376-3 374-4
S1 364-3 364-3 370-2 360-4
S2 356-5 356-5 368-3
S3 336-7 344-5 366-5
S4 317-1 324-7 361-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 388-4 368-6 19-6 5.3% 9-7 2.6% 16% False True 136,585
10 388-4 330-4 58-0 15.6% 11-4 3.1% 72% False False 139,690
20 388-4 310-4 78-0 21.0% 10-6 2.9% 79% False False 118,920
40 388-4 305-2 83-2 22.4% 10-1 2.7% 80% False False 114,082
60 388-4 305-2 83-2 22.4% 10-0 2.7% 80% False False 116,191
80 408-2 305-2 103-0 27.7% 9-6 2.6% 65% False False 115,994
100 473-0 305-2 167-6 45.1% 9-5 2.6% 40% False False 105,948
120 473-0 305-2 167-6 45.1% 9-4 2.6% 40% False False 96,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 401-4
2.618 391-3
1.618 385-1
1.000 381-2
0.618 378-7
HIGH 375-0
0.618 372-5
0.500 371-7
0.382 371-1
LOW 368-6
0.618 364-7
1.000 362-4
1.618 358-5
2.618 352-3
4.250 342-2
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 372-0 378-5
PP 371-7 376-3
S1 371-7 374-2

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

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