CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 378-0 388-0 10-0 2.6% 372-0
High 391-0 395-0 4-0 1.0% 391-0
Low 374-4 387-4 13-0 3.5% 364-0
Close 389-2 392-0 2-6 0.7% 389-2
Range 16-4 7-4 -9-0 -54.5% 27-0
ATR 11-4 11-1 -0-2 -2.5% 0-0
Volume 13,306 12,518 -788 -5.9% 106,369
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 414-0 410-4 396-1
R3 406-4 403-0 394-0
R2 399-0 399-0 393-3
R1 395-4 395-4 392-6 397-2
PP 391-4 391-4 391-4 392-3
S1 388-0 388-0 391-2 389-6
S2 384-0 384-0 390-5
S3 376-4 380-4 390-0
S4 369-0 373-0 387-7
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 462-3 452-7 404-1
R3 435-3 425-7 396-5
R2 408-3 408-3 394-2
R1 398-7 398-7 391-6 403-5
PP 381-3 381-3 381-3 383-6
S1 371-7 371-7 386-6 376-5
S2 354-3 354-3 384-2
S3 327-3 344-7 381-7
S4 300-3 317-7 374-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 395-0 364-0 31-0 7.9% 9-7 2.5% 90% True False 18,097
10 405-4 364-0 41-4 10.6% 9-0 2.3% 67% False False 30,170
20 409-0 364-0 45-0 11.5% 9-6 2.5% 62% False False 78,516
40 413-0 364-0 49-0 12.5% 11-3 2.9% 57% False False 114,477
60 413-0 310-4 102-4 26.1% 11-1 2.8% 80% False False 115,958
80 413-0 305-2 107-6 27.5% 10-6 2.7% 81% False False 114,280
100 413-0 305-2 107-6 27.5% 10-4 2.7% 81% False False 115,506
120 413-0 305-2 107-6 27.5% 10-2 2.6% 81% False False 115,488
Crabel Price Patterns
NR True
NR4 True
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 1-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 426-7
2.618 414-5
1.618 407-1
1.000 402-4
0.618 399-5
HIGH 395-0
0.618 392-1
0.500 391-2
0.382 390-3
LOW 387-4
0.618 382-7
1.000 380-0
1.618 375-3
2.618 367-7
4.250 355-5
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 391-6 388-1
PP 391-4 384-3
S1 391-2 380-4

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

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