CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 372-0 376-4 4-4 1.2% 373-0
High 375-0 387-4 12-4 3.3% 388-4
Low 368-6 375-4 6-6 1.8% 368-6
Close 372-0 386-2 14-2 3.8% 372-0
Range 6-2 12-0 5-6 92.0% 19-6
ATR 12-3 12-5 0-2 1.8% 0-0
Volume 129,292 79,581 -49,711 -38.4% 682,929
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 419-1 414-5 392-7
R3 407-1 402-5 389-4
R2 395-1 395-1 388-4
R1 390-5 390-5 387-3 392-7
PP 383-1 383-1 383-1 384-2
S1 378-5 378-5 385-1 380-7
S2 371-1 371-1 384-0
S3 359-1 366-5 383-0
S4 347-1 354-5 379-5
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 5.1% 9-7 2.6% 89% False False 125,881
10 388-4 354-2 34-2 8.9% 10-6 2.8% 93% False False 138,649
20 388-4 316-6 71-6 18.6% 11-0 2.9% 97% False False 119,100
40 388-4 305-2 83-2 21.6% 10-1 2.6% 97% False False 114,415
60 388-4 305-2 83-2 21.6% 10-0 2.6% 97% False False 115,197
80 406-2 305-2 101-0 26.1% 9-6 2.5% 80% False False 115,587
100 473-0 305-2 167-6 43.4% 9-5 2.5% 48% False False 106,231
120 473-0 305-2 167-6 43.4% 9-4 2.5% 48% False False 96,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 438-4
2.618 418-7
1.618 406-7
1.000 399-4
0.618 394-7
HIGH 387-4
0.618 382-7
0.500 381-4
0.382 380-1
LOW 375-4
0.618 368-1
1.000 363-4
1.618 356-1
2.618 344-1
4.250 324-4
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 384-5 383-4
PP 383-1 380-7
S1 381-4 378-1

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

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