CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 374-4 367-0 -7-4 -2.0% 376-4
High 378-4 372-0 -6-4 -1.7% 413-0
Low 369-4 365-2 -4-2 -1.2% 375-4
Close 370-6 369-0 -1-6 -0.5% 397-6
Range 9-0 6-6 -2-2 -25.0% 37-4
ATR 13-3 12-7 -0-4 -3.5% 0-0
Volume 159,136 144,291 -14,845 -9.3% 601,384
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 389-0 385-6 372-6
R3 382-2 379-0 370-7
R2 375-4 375-4 370-2
R1 372-2 372-2 369-5 373-7
PP 368-6 368-6 368-6 369-4
S1 365-4 365-4 368-3 367-1
S2 362-0 362-0 367-6
S3 355-2 358-6 367-1
S4 348-4 352-0 365-2
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
5 413-0 365-2 47-6 12.9% 13-3 3.6% 8% False True 153,861
10 413-0 365-2 47-6 12.9% 11-7 3.2% 8% False True 133,441
20 413-0 330-4 82-4 22.4% 11-6 3.2% 47% False False 132,501
40 413-0 305-2 107-6 29.2% 10-7 2.9% 59% False False 120,284
60 413-0 305-2 107-6 29.2% 10-4 2.8% 59% False False 118,952
80 413-0 305-2 107-6 29.2% 10-1 2.7% 59% False False 117,556
100 471-4 305-2 166-2 45.1% 10-0 2.7% 38% False False 112,499
120 473-0 305-2 167-6 45.5% 9-6 2.6% 38% False False 102,318
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 400-6
2.618 389-5
1.618 382-7
1.000 378-6
0.618 376-1
HIGH 372-0
0.618 369-3
0.500 368-5
0.382 367-7
LOW 365-2
0.618 361-1
1.000 358-4
1.618 354-3
2.618 347-5
4.250 336-4
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 368-7 382-5
PP 368-6 378-1
S1 368-5 373-4

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

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