CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 380-0 380-0 0-0 0.0% 420-0
High 380-0 382-6 2-6 0.7% 422-0
Low 379-4 375-4 -4-0 -1.1% 412-2
Close 379-4 382-4 3-0 0.8% 416-0
Range 0-4 7-2 6-6 1,350.0% 9-6
ATR 10-3 10-1 -0-2 -2.2% 0-0
Volume 6,323 17,336 11,013 174.2% 48,897
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 402-0 399-4 386-4
R3 394-6 392-2 384-4
R2 387-4 387-4 383-7
R1 385-0 385-0 383-1 386-2
PP 380-2 380-2 380-2 380-7
S1 377-6 377-6 381-7 379-0
S2 373-0 373-0 381-1
S3 365-6 370-4 380-4
S4 358-4 363-2 378-4
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 446-0 440-6 421-3
R3 436-2 431-0 418-5
R2 426-4 426-4 417-6
R1 421-2 421-2 416-7 419-0
PP 416-6 416-6 416-6 415-5
S1 411-4 411-4 415-1 409-2
S2 407-0 407-0 414-2
S3 397-2 401-6 413-3
S4 387-4 392-0 410-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 420-0 375-4 44-4 11.6% 5-2 1.4% 16% False True 8,650
10 439-2 375-4 63-6 16.7% 5-5 1.5% 11% False True 8,689
20 481-4 375-4 106-0 27.7% 6-6 1.8% 7% False True 7,428
40 483-4 375-4 108-0 28.2% 6-6 1.8% 6% False True 6,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 413-4
2.618 401-6
1.618 394-4
1.000 390-0
0.618 387-2
HIGH 382-6
0.618 380-0
0.500 379-1
0.382 378-2
LOW 375-4
0.618 371-0
1.000 368-2
1.618 363-6
2.618 356-4
4.250 344-6
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 381-3 395-2
PP 380-2 391-0
S1 379-1 386-6

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

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