CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 398-0 397-6 -0-2 -0.1% 372-4
High 403-0 404-0 1-0 0.2% 402-4
Low 396-2 397-0 0-6 0.2% 369-2
Close 402-2 402-0 -0-2 -0.1% 390-4
Range 6-6 7-0 0-2 3.7% 33-2
ATR 13-3 12-7 -0-4 -3.4% 0-0
Volume 100,914 125,197 24,283 24.1% 955,763
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 422-0 419-0 405-7
R3 415-0 412-0 403-7
R2 408-0 408-0 403-2
R1 405-0 405-0 402-5 406-4
PP 401-0 401-0 401-0 401-6
S1 398-0 398-0 401-3 399-4
S2 394-0 394-0 400-6
S3 387-0 391-0 400-1
S4 380-0 384-0 398-1
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
5 404-0 385-0 19-0 4.7% 9-1 2.3% 89% True False 172,087
10 404-0 366-0 38-0 9.5% 11-2 2.8% 95% True False 161,995
20 413-0 364-0 49-0 12.2% 12-5 3.1% 78% False False 152,355
40 413-0 319-2 93-6 23.3% 11-6 2.9% 88% False False 136,213
60 413-0 305-2 107-6 26.8% 11-0 2.7% 90% False False 127,319
80 413-0 305-2 107-6 26.8% 10-5 2.6% 90% False False 124,756
100 413-0 305-2 107-6 26.8% 10-3 2.6% 90% False False 123,024
120 473-0 305-2 167-6 41.7% 10-1 2.5% 58% False False 114,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 433-6
2.618 422-3
1.618 415-3
1.000 411-0
0.618 408-3
HIGH 404-0
0.618 401-3
0.500 400-4
0.382 399-5
LOW 397-0
0.618 392-5
1.000 390-0
1.618 385-5
2.618 378-5
4.250 367-2
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 401-4 399-5
PP 401-0 397-2
S1 400-4 394-7

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

View Archives - Comment on this page... - Back to Index of Symbols