CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 375-0 377-0 2-0 0.5% 423-4
High 384-4 382-4 -2-0 -0.5% 426-0
Low 368-6 377-0 8-2 2.2% 413-4
Close 384-0 381-0 -3-0 -0.8% 423-0
Range 15-6 5-4 -10-2 -65.1% 12-4
ATR 11-2 10-7 -0-2 -2.7% 0-0
Volume 93,351 301,566 208,215 223.0% 512,035
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 396-5 394-3 384-0
R3 391-1 388-7 382-4
R2 385-5 385-5 382-0
R1 383-3 383-3 381-4 384-4
PP 380-1 380-1 380-1 380-6
S1 377-7 377-7 380-4 379-0
S2 374-5 374-5 380-0
S3 369-1 372-3 379-4
S4 363-5 366-7 378-0
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 458-3 453-1 429-7
R3 445-7 440-5 426-4
R2 433-3 433-3 425-2
R1 428-1 428-1 424-1 424-4
PP 420-7 420-7 420-7 419-0
S1 415-5 415-5 421-7 412-0
S2 408-3 408-3 420-6
S3 395-7 403-1 419-4
S4 383-3 390-5 416-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423-4 368-6 54-6 14.4% 8-4 2.2% 22% False False 160,658
10 426-0 368-6 57-2 15.0% 7-5 2.0% 21% False False 125,941
20 426-0 368-6 57-2 15.0% 7-6 2.0% 21% False False 99,870
40 426-0 368-6 57-2 15.0% 8-7 2.3% 21% False False 102,057
60 426-0 368-6 57-2 15.0% 10-0 2.6% 21% False False 85,930
80 426-0 324-2 101-6 26.7% 10-0 2.6% 56% False False 70,579
100 426-0 319-4 106-4 28.0% 9-6 2.6% 58% False False 60,082
120 426-0 319-4 106-4 28.0% 9-5 2.5% 58% False False 52,167
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 405-7
2.618 396-7
1.618 391-3
1.000 388-0
0.618 385-7
HIGH 382-4
0.618 380-3
0.500 379-6
0.382 379-1
LOW 377-0
0.618 373-5
1.000 371-4
1.618 368-1
2.618 362-5
4.250 353-5
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 380-5 384-3
PP 380-1 383-2
S1 379-6 382-1

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

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