CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 386-0 384-0 -2-0 -0.5% 410-4
High 394-2 386-6 -7-4 -1.9% 410-6
Low 386-0 377-4 -8-4 -2.2% 377-4
Close 392-4 379-2 -13-2 -3.4% 379-2
Range 8-2 9-2 1-0 12.1% 33-2
ATR 12-1 12-3 0-2 1.7% 0-0
Volume 38,023 39,353 1,330 3.5% 190,889
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 408-7 403-3 384-3
R3 399-5 394-1 381-6
R2 390-3 390-3 381-0
R1 384-7 384-7 380-1 383-0
PP 381-1 381-1 381-1 380-2
S1 375-5 375-5 378-3 373-6
S2 371-7 371-7 377-4
S3 362-5 366-3 376-6
S4 353-3 357-1 374-1
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 488-7 467-3 397-4
R3 455-5 434-1 388-3
R2 422-3 422-3 385-3
R1 400-7 400-7 382-2 395-0
PP 389-1 389-1 389-1 386-2
S1 367-5 367-5 376-2 361-6
S2 355-7 355-7 373-1
S3 322-5 334-3 370-1
S4 289-3 301-1 361-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 410-6 377-4 33-2 8.8% 10-7 2.9% 5% False True 38,177
10 423-4 377-4 46-0 12.1% 11-3 3.0% 4% False True 34,888
20 423-4 343-4 80-0 21.1% 11-0 2.9% 45% False False 32,888
40 423-4 319-4 104-0 27.4% 10-3 2.7% 57% False False 25,861
60 423-4 319-4 104-0 27.4% 9-4 2.5% 57% False False 22,449
80 423-4 319-4 104-0 27.4% 9-2 2.5% 57% False False 19,463
100 480-0 319-4 160-4 42.3% 8-6 2.3% 37% False False 17,621
120 483-4 319-4 164-0 43.2% 8-4 2.3% 36% False False 15,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 426-0
2.618 411-0
1.618 401-6
1.000 396-0
0.618 392-4
HIGH 386-6
0.618 383-2
0.500 382-1
0.382 381-0
LOW 377-4
0.618 371-6
1.000 368-2
1.618 362-4
2.618 353-2
4.250 338-2
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 382-1 385-7
PP 381-1 383-5
S1 380-2 381-4

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

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