CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 372-4 372-4 0-0 0.0% 371-0
High 372-4 388-0 15-4 4.2% 398-6
Low 366-0 369-2 3-2 0.9% 366-0
Close 367-0 386-0 19-0 5.2% 367-0
Range 6-4 18-6 12-2 188.5% 32-6
ATR 13-4 14-0 0-4 4.0% 0-0
Volume 125,299 147,125 21,826 17.4% 737,655
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 437-3 430-3 396-2
R3 418-5 411-5 391-1
R2 399-7 399-7 389-4
R1 392-7 392-7 387-6 396-3
PP 381-1 381-1 381-1 382-6
S1 374-1 374-1 384-2 377-5
S2 362-3 362-3 382-4
S3 343-5 355-3 380-7
S4 324-7 336-5 375-6
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 8.5% 14-2 3.7% 61% False False 149,948
10 398-6 364-0 34-6 9.0% 12-2 3.2% 63% False False 143,643
20 413-0 364-0 49-0 12.7% 12-3 3.2% 45% False False 137,498
40 413-0 310-4 102-4 26.6% 12-1 3.2% 74% False False 129,150
60 413-0 305-2 107-6 27.9% 10-6 2.8% 75% False False 119,502
80 413-0 305-2 107-6 27.9% 10-5 2.7% 75% False False 119,615
100 427-6 305-2 122-4 31.7% 10-2 2.7% 66% False False 118,426
120 473-0 305-2 167-6 43.5% 10-0 2.6% 48% False False 108,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 467-6
2.618 437-1
1.618 418-3
1.000 406-6
0.618 399-5
HIGH 388-0
0.618 380-7
0.500 378-5
0.382 376-3
LOW 369-2
0.618 357-5
1.000 350-4
1.618 338-7
2.618 320-1
4.250 289-4
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 383-4 383-0
PP 381-1 380-0
S1 378-5 377-0

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

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