CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 372-4 382-0 9-4 2.6% 371-0
High 388-0 397-0 9-0 2.3% 398-6
Low 369-2 380-4 11-2 3.0% 366-0
Close 386-0 394-4 8-4 2.2% 367-0
Range 18-6 16-4 -2-2 -12.0% 32-6
ATR 14-0 14-1 0-1 1.3% 0-0
Volume 147,125 174,312 27,187 18.5% 737,655
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 440-1 433-7 403-5
R3 423-5 417-3 399-0
R2 407-1 407-1 397-4
R1 400-7 400-7 396-0 404-0
PP 390-5 390-5 390-5 392-2
S1 384-3 384-3 393-0 387-4
S2 374-1 374-1 391-4
S3 357-5 367-7 390-0
S4 341-1 351-3 385-3
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 8.3% 13-3 3.4% 87% False False 151,904
10 398-6 364-0 34-6 8.8% 13-0 3.3% 88% False False 145,160
20 413-0 364-0 49-0 12.4% 12-5 3.2% 62% False False 139,678
40 413-0 310-4 102-4 26.0% 12-0 3.0% 82% False False 131,856
60 413-0 305-2 107-6 27.3% 10-7 2.7% 83% False False 120,875
80 413-0 305-2 107-6 27.3% 10-6 2.7% 83% False False 120,877
100 413-0 305-2 107-6 27.3% 10-2 2.6% 83% False False 119,465
120 473-0 305-2 167-6 42.5% 10-1 2.6% 53% False False 109,103
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 467-1
2.618 440-2
1.618 423-6
1.000 413-4
0.618 407-2
HIGH 397-0
0.618 390-6
0.500 388-6
0.382 386-6
LOW 380-4
0.618 370-2
1.000 364-0
1.618 353-6
2.618 337-2
4.250 310-3
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 392-5 390-1
PP 390-5 385-7
S1 388-6 381-4

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

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