CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 407-6 395-0 -12-6 -3.1% 410-4
High 411-6 398-0 -13-6 -3.3% 410-6
Low 397-0 389-0 -8-0 -2.0% 377-4
Close 397-4 390-2 -7-2 -1.8% 379-2
Range 14-6 9-0 -5-6 -39.0% 33-2
ATR 13-3 13-1 -0-3 -2.3% 0-0
Volume 44,113 34,465 -9,648 -21.9% 190,889
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 419-3 413-7 395-2
R3 410-3 404-7 392-6
R2 401-3 401-3 391-7
R1 395-7 395-7 391-1 394-1
PP 392-3 392-3 392-3 391-4
S1 386-7 386-7 389-3 385-1
S2 383-3 383-3 388-5
S3 374-3 377-7 387-6
S4 365-3 368-7 385-2
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
5 411-6 377-4 34-2 8.8% 14-2 3.7% 37% False False 45,640
10 423-4 377-4 46-0 11.8% 13-2 3.4% 28% False False 41,429
20 423-4 372-0 51-4 13.2% 11-5 3.0% 35% False False 35,898
40 423-4 323-0 100-4 25.8% 11-2 2.9% 67% False False 28,903
60 423-4 319-4 104-0 26.6% 9-7 2.5% 68% False False 24,460
80 423-4 319-4 104-0 26.6% 9-5 2.5% 68% False False 21,397
100 440-4 319-4 121-0 31.0% 9-0 2.3% 58% False False 19,263
120 483-4 319-4 164-0 42.0% 8-6 2.2% 43% False False 16,936
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2-1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 436-2
2.618 421-4
1.618 412-4
1.000 407-0
0.618 403-4
HIGH 398-0
0.618 394-4
0.500 393-4
0.382 392-4
LOW 389-0
0.618 383-4
1.000 380-0
1.618 374-4
2.618 365-4
4.250 350-6
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 393-4 400-1
PP 392-3 396-7
S1 391-3 393-4

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

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