CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 387-4 381-6 -5-6 -1.5% 412-0
High 388-2 395-4 7-2 1.9% 421-0
Low 379-0 380-4 1-4 0.4% 388-0
Close 383-4 393-0 9-4 2.5% 388-4
Range 9-2 15-0 5-6 62.2% 33-0
ATR 10-7 11-2 0-2 2.7% 0-0
Volume 98,675 118,431 19,756 20.0% 663,579
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 434-5 428-7 401-2
R3 419-5 413-7 397-1
R2 404-5 404-5 395-6
R1 398-7 398-7 394-3 401-6
PP 389-5 389-5 389-5 391-1
S1 383-7 383-7 391-5 386-6
S2 374-5 374-5 390-2
S3 359-5 368-7 388-7
S4 344-5 353-7 384-6
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 498-1 476-3 406-5
R3 465-1 443-3 397-5
R2 432-1 432-1 394-4
R1 410-3 410-3 391-4 404-6
PP 399-1 399-1 399-1 396-3
S1 377-3 377-3 385-4 371-6
S2 366-1 366-1 382-4
S3 333-1 344-3 379-3
S4 300-1 311-3 370-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 400-0 379-0 21-0 5.3% 9-2 2.4% 67% False False 119,799
10 421-0 379-0 42-0 10.7% 9-7 2.5% 33% False False 126,656
20 424-4 379-0 45-4 11.6% 9-6 2.5% 31% False False 103,526
40 424-4 377-4 47-0 12.0% 10-7 2.8% 33% False False 73,675
60 424-4 324-2 100-2 25.5% 10-6 2.7% 69% False False 57,159
80 424-4 319-4 105-0 26.7% 10-1 2.6% 70% False False 47,232
100 424-4 319-4 105-0 26.7% 9-7 2.5% 70% False False 40,310
120 424-4 319-4 105-0 26.7% 9-3 2.4% 70% False False 35,477
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 459-2
2.618 434-6
1.618 419-6
1.000 410-4
0.618 404-6
HIGH 395-4
0.618 389-6
0.500 388-0
0.382 386-2
LOW 380-4
0.618 371-2
1.000 365-4
1.618 356-2
2.618 341-2
4.250 316-6
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 391-3 391-1
PP 389-5 389-1
S1 388-0 387-2

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

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