CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 383-0 372-4 -10-4 -2.7% 371-0
High 386-0 372-4 -13-4 -3.5% 398-6
Low 376-2 366-0 -10-2 -2.7% 366-0
Close 376-4 367-0 -9-4 -2.5% 367-0
Range 9-6 6-4 -3-2 -33.3% 32-6
ATR 13-5 13-4 -0-2 -1.7% 0-0
Volume 141,437 125,299 -16,138 -11.4% 737,655
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 388-0 384-0 370-5
R3 381-4 377-4 368-6
R2 375-0 375-0 368-2
R1 371-0 371-0 367-5 369-6
PP 368-4 368-4 368-4 367-7
S1 364-4 364-4 366-3 363-2
S2 362-0 362-0 365-6
S3 355-4 358-0 365-2
S4 349-0 351-4 363-3
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 475-4 454-0 385-0
R3 442-6 421-2 376-0
R2 410-0 410-0 373-0
R1 388-4 388-4 370-0 382-7
PP 377-2 377-2 377-2 374-4
S1 355-6 355-6 364-0 350-1
S2 344-4 344-4 361-0
S3 311-6 323-0 358-0
S4 279-0 290-2 349-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 398-6 366-0 32-6 8.9% 13-6 3.8% 3% False True 147,531
10 400-0 364-0 36-0 9.8% 12-6 3.5% 8% False False 145,163
20 413-0 364-0 49-0 13.4% 12-0 3.3% 6% False False 136,797
40 413-0 310-4 102-4 27.9% 11-6 3.2% 55% False False 128,179
60 413-0 305-2 107-6 29.4% 10-4 2.9% 57% False False 119,489
80 413-0 305-2 107-6 29.4% 10-4 2.8% 57% False False 119,255
100 428-0 305-2 122-6 33.4% 10-1 2.8% 50% False False 117,659
120 473-0 305-2 167-6 45.7% 10-0 2.7% 37% False False 107,223
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 2-0
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 400-1
2.618 389-4
1.618 383-0
1.000 379-0
0.618 376-4
HIGH 372-4
0.618 370-0
0.500 369-2
0.382 368-4
LOW 366-0
0.618 362-0
1.000 359-4
1.618 355-4
2.618 349-0
4.250 338-3
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 369-2 382-3
PP 368-4 377-2
S1 367-6 372-1

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

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