CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 372-0 370-4 -1-4 -0.4% 397-4
High 374-2 371-0 -3-2 -0.9% 405-4
Low 367-4 368-0 0-4 0.1% 373-4
Close 368-6 369-4 0-6 0.2% 373-6
Range 6-6 3-0 -3-6 -55.6% 32-0
ATR 11-5 11-0 -0-5 -5.3% 0-0
Volume 28,400 26,026 -2,374 -8.4% 320,633
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 378-4 377-0 371-1
R3 375-4 374-0 370-3
R2 372-4 372-4 370-0
R1 371-0 371-0 369-6 370-2
PP 369-4 369-4 369-4 369-1
S1 368-0 368-0 369-2 367-2
S2 366-4 366-4 369-0
S3 363-4 365-0 368-5
S4 360-4 362-0 367-7
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 480-2 459-0 391-3
R3 448-2 427-0 382-4
R2 416-2 416-2 379-5
R1 395-0 395-0 376-5 389-5
PP 384-2 384-2 384-2 381-4
S1 363-0 363-0 370-7 357-5
S2 352-2 352-2 367-7
S3 320-2 331-0 365-0
S4 288-2 299-0 356-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 398-0 367-4 30-4 8.3% 7-1 1.9% 7% False False 33,954
10 405-4 367-4 38-0 10.3% 9-1 2.5% 5% False False 82,272
20 409-0 367-4 41-4 11.2% 9-7 2.7% 5% False False 115,725
40 413-0 364-0 49-0 13.3% 11-1 3.0% 11% False False 126,611
60 413-0 310-4 102-4 27.7% 11-3 3.1% 58% False False 124,675
80 413-0 305-2 107-6 29.2% 10-4 2.8% 60% False False 118,558
100 413-0 305-2 107-6 29.2% 10-4 2.8% 60% False False 118,837
120 427-6 305-2 122-4 33.2% 10-1 2.8% 52% False False 117,976
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 182 trading days
Fibonacci Retracements and Extensions
4.250 383-6
2.618 378-7
1.618 375-7
1.000 374-0
0.618 372-7
HIGH 371-0
0.618 369-7
0.500 369-4
0.382 369-1
LOW 368-0
0.618 366-1
1.000 365-0
1.618 363-1
2.618 360-1
4.250 355-2
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 369-4 376-1
PP 369-4 373-7
S1 369-4 371-6

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

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