CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 389-4 398-0 8-4 2.2% 372-4
High 394-0 403-0 9-0 2.3% 402-4
Low 385-6 396-2 10-4 2.7% 369-2
Close 390-4 402-2 11-6 3.0% 390-4
Range 8-2 6-6 -1-4 -18.2% 33-2
ATR 13-4 13-3 -0-1 -0.5% 0-0
Volume 186,124 100,914 -85,210 -45.8% 955,763
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 420-6 418-2 406-0
R3 414-0 411-4 404-1
R2 407-2 407-2 403-4
R1 404-6 404-6 402-7 406-0
PP 400-4 400-4 400-4 401-1
S1 398-0 398-0 401-5 399-2
S2 393-6 393-6 401-0
S3 387-0 391-2 400-3
S4 380-2 384-4 398-4
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 487-1 472-1 408-6
R3 453-7 438-7 399-5
R2 420-5 420-5 396-5
R1 405-5 405-5 393-4 413-1
PP 387-3 387-3 387-3 391-2
S1 372-3 372-3 387-4 379-7
S2 354-1 354-1 384-3
S3 320-7 339-1 381-3
S4 287-5 305-7 372-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 403-0 380-4 22-4 5.6% 11-0 2.7% 97% True False 181,910
10 403-0 366-0 37-0 9.2% 12-5 3.1% 98% True False 165,929
20 413-0 364-0 49-0 12.2% 12-5 3.1% 78% False False 151,505
40 413-0 316-6 96-2 23.9% 11-7 2.9% 89% False False 135,302
60 413-0 305-2 107-6 26.8% 11-0 2.7% 90% False False 126,778
80 413-0 305-2 107-6 26.8% 10-5 2.7% 90% False False 124,274
100 413-0 305-2 107-6 26.8% 10-3 2.6% 90% False False 122,770
120 473-0 305-2 167-6 41.7% 10-1 2.5% 58% False False 113,777
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 431-6
2.618 420-5
1.618 413-7
1.000 409-6
0.618 407-1
HIGH 403-0
0.618 400-3
0.500 399-5
0.382 398-7
LOW 396-2
0.618 392-1
1.000 389-4
1.618 385-3
2.618 378-5
4.250 367-4
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 401-3 399-4
PP 400-4 396-6
S1 399-5 394-0

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

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