CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 383-4 397-4 14-0 3.7% 398-4
High 398-2 405-0 6-6 1.7% 402-6
Low 383-0 392-2 9-2 2.4% 375-0
Close 397-2 402-6 5-4 1.4% 397-2
Range 15-2 12-6 -2-4 -16.4% 27-6
ATR 13-0 13-0 0-0 -0.1% 0-0
Volume 129,798 137,816 8,018 6.2% 562,225
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 438-2 433-2 409-6
R3 425-4 420-4 406-2
R2 412-6 412-6 405-1
R1 407-6 407-6 403-7 410-2
PP 400-0 400-0 400-0 401-2
S1 395-0 395-0 401-5 397-4
S2 387-2 387-2 400-3
S3 374-4 382-2 399-2
S4 361-6 369-4 395-6
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 474-7 463-7 412-4
R3 447-1 436-1 404-7
R2 419-3 419-3 402-3
R1 408-3 408-3 399-6 400-0
PP 391-5 391-5 391-5 387-4
S1 380-5 380-5 394-6 372-2
S2 363-7 363-7 392-1
S3 336-1 352-7 389-5
S4 308-3 325-1 382-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 405-0 375-0 30-0 7.4% 13-1 3.3% 93% True False 140,008
10 409-0 375-0 34-0 8.4% 10-5 2.6% 82% False False 126,861
20 409-0 366-0 43-0 10.7% 12-1 3.0% 85% False False 148,101
40 413-0 330-4 82-4 20.5% 12-0 3.0% 88% False False 141,857
60 413-0 305-2 107-6 26.8% 11-3 2.8% 90% False False 130,145
80 413-0 305-2 107-6 26.8% 10-6 2.7% 90% False False 126,339
100 413-0 305-2 107-6 26.8% 10-5 2.6% 90% False False 123,091
120 469-2 305-2 164-0 40.7% 10-2 2.6% 59% False False 119,614
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 459-2
2.618 438-3
1.618 425-5
1.000 417-6
0.618 412-7
HIGH 405-0
0.618 400-1
0.500 398-5
0.382 397-1
LOW 392-2
0.618 384-3
1.000 379-4
1.618 371-5
2.618 358-7
4.250 338-0
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 401-3 399-5
PP 400-0 396-3
S1 398-5 393-2

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

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