CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 384-0 388-4 4-4 1.2% 410-4
High 397-0 409-0 12-0 3.0% 410-6
Low 379-2 388-4 9-2 2.4% 377-4
Close 395-6 403-4 7-6 2.0% 379-2
Range 17-6 20-4 2-6 15.5% 33-2
ATR 12-6 13-2 0-4 4.3% 0-0
Volume 47,082 63,191 16,109 34.2% 190,889
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 461-7 453-1 414-6
R3 441-3 432-5 409-1
R2 420-7 420-7 407-2
R1 412-1 412-1 405-3 416-4
PP 400-3 400-3 400-3 402-4
S1 391-5 391-5 401-5 396-0
S2 379-7 379-7 399-6
S3 359-3 371-1 397-7
S4 338-7 350-5 392-2
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
5 409-0 377-4 31-4 7.8% 12-4 3.1% 83% True False 45,057
10 423-4 377-4 46-0 11.4% 13-3 3.3% 57% False False 41,480
20 423-4 367-4 56-0 13.9% 11-2 2.8% 64% False False 35,716
40 423-4 319-6 103-6 25.7% 11-0 2.7% 81% False False 27,584
60 423-4 319-4 104-0 25.8% 9-6 2.4% 81% False False 23,790
80 423-4 319-4 104-0 25.8% 9-5 2.4% 81% False False 20,629
100 449-6 319-4 130-2 32.3% 8-7 2.2% 64% False False 18,601
120 483-4 319-4 164-0 40.6% 8-6 2.2% 51% False False 16,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 496-1
2.618 462-5
1.618 442-1
1.000 429-4
0.618 421-5
HIGH 409-0
0.618 401-1
0.500 398-6
0.382 396-3
LOW 388-4
0.618 375-7
1.000 368-0
1.618 355-3
2.618 334-7
4.250 301-3
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 401-7 400-1
PP 400-3 396-5
S1 398-6 393-2

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

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