CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 400-0 374-4 -25-4 -6.4% 376-4
High 400-0 378-4 -21-4 -5.4% 413-0
Low 376-6 369-4 -7-2 -1.9% 375-4
Close 378-0 370-6 -7-2 -1.9% 397-6
Range 23-2 9-0 -14-2 -61.3% 37-4
ATR 13-5 13-3 -0-3 -2.4% 0-0
Volume 162,324 159,136 -3,188 -2.0% 601,384
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 399-7 394-3 375-6
R3 390-7 385-3 373-2
R2 381-7 381-7 372-3
R1 376-3 376-3 371-5 374-5
PP 372-7 372-7 372-7 372-0
S1 367-3 367-3 369-7 365-5
S2 363-7 363-7 369-1
S3 354-7 358-3 368-2
S4 345-7 349-3 365-6
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 507-7 490-3 418-3
R3 470-3 452-7 408-0
R2 432-7 432-7 404-5
R1 415-3 415-3 401-2 424-1
PP 395-3 395-3 395-3 399-6
S1 377-7 377-7 394-2 386-5
S2 357-7 357-7 390-7
S3 320-3 340-3 387-4
S4 282-7 302-7 377-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 413-0 369-4 43-4 11.7% 15-2 4.1% 3% False True 147,013
10 413-0 368-6 44-2 11.9% 12-2 3.3% 5% False False 134,196
20 413-0 330-4 82-4 22.3% 11-7 3.2% 49% False False 131,196
40 413-0 305-2 107-6 29.1% 10-7 2.9% 61% False False 120,225
60 413-0 305-2 107-6 29.1% 10-4 2.8% 61% False False 119,382
80 413-0 305-2 107-6 29.1% 10-2 2.8% 61% False False 117,745
100 471-4 305-2 166-2 44.8% 10-0 2.7% 39% False False 111,509
120 473-0 305-2 167-6 45.2% 9-6 2.6% 39% False False 101,704
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 416-6
2.618 402-0
1.618 393-0
1.000 387-4
0.618 384-0
HIGH 378-4
0.618 375-0
0.500 374-0
0.382 373-0
LOW 369-4
0.618 364-0
1.000 360-4
1.618 355-0
2.618 346-0
4.250 331-2
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 374-0 391-2
PP 372-7 384-3
S1 371-7 377-5

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

View Archives - Comment on this page... - Back to Index of Symbols