CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 372-4 371-0 -1-4 -0.4% 400-0
High 374-0 383-4 9-4 2.5% 400-0
Low 364-0 366-6 2-6 0.8% 364-0
Close 366-0 382-2 16-2 4.4% 366-0
Range 10-0 16-6 6-6 67.5% 36-0
ATR 13-0 13-3 0-3 2.4% 0-0
Volume 121,926 135,037 13,111 10.8% 713,976
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 427-6 421-6 391-4
R3 411-0 405-0 386-7
R2 394-2 394-2 385-3
R1 388-2 388-2 383-6 391-2
PP 377-4 377-4 377-4 379-0
S1 371-4 371-4 380-6 374-4
S2 360-6 360-6 379-1
S3 344-0 354-6 377-5
S4 327-2 338-0 373-0
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 484-5 461-3 385-6
R3 448-5 425-3 375-7
R2 412-5 412-5 372-5
R1 389-3 389-3 369-2 383-0
PP 376-5 376-5 376-5 373-4
S1 353-3 353-3 362-6 347-0
S2 340-5 340-5 359-3
S3 304-5 317-3 356-1
S4 268-5 281-3 346-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 383-4 364-0 19-4 5.1% 10-3 2.7% 94% True False 137,337
10 413-0 364-0 49-0 12.8% 12-6 3.3% 37% False False 137,081
20 413-0 354-2 58-6 15.4% 11-6 3.1% 48% False False 137,865
40 413-0 305-2 107-6 28.2% 11-2 3.0% 71% False False 122,042
60 413-0 305-2 107-6 28.2% 10-3 2.7% 71% False False 119,247
80 413-0 305-2 107-6 28.2% 10-2 2.7% 71% False False 117,282
100 458-6 305-2 153-4 40.2% 10-0 2.6% 50% False False 114,634
120 473-0 305-2 167-6 43.9% 9-7 2.6% 46% False False 103,932
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
4.250 454-6
2.618 427-3
1.618 410-5
1.000 400-2
0.618 393-7
HIGH 383-4
0.618 377-1
0.500 375-1
0.382 373-1
LOW 366-6
0.618 356-3
1.000 350-0
1.618 339-5
2.618 322-7
4.250 295-4
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 379-7 379-3
PP 377-4 376-5
S1 375-1 373-6

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

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