CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 369-0 364-4 -4-4 -1.2% 423-4
High 374-0 370-0 -4-0 -1.1% 423-4
Low 368-0 362-4 -5-4 -1.5% 368-6
Close 369-2 368-0 -1-2 -0.3% 371-4
Range 6-0 7-4 1-4 25.0% 54-6
ATR 10-5 10-3 -0-2 -2.1% 0-0
Volume 164,273 125,418 -38,855 -23.7% 816,716
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 389-3 386-1 372-1
R3 381-7 378-5 370-0
R2 374-3 374-3 369-3
R1 371-1 371-1 368-6 372-6
PP 366-7 366-7 366-7 367-5
S1 363-5 363-5 367-2 365-2
S2 359-3 359-3 366-5
S3 351-7 356-1 366-0
S4 344-3 348-5 363-7
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 552-1 516-5 401-5
R3 497-3 461-7 386-4
R2 442-5 442-5 381-4
R1 407-1 407-1 376-4 397-4
PP 387-7 387-7 387-7 383-1
S1 352-3 352-3 366-4 342-6
S2 333-1 333-1 361-4
S3 278-3 297-5 356-4
S4 223-5 242-7 341-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 384-4 362-4 22-0 6.0% 8-4 2.3% 25% False True 167,085
10 423-6 362-4 61-2 16.6% 7-6 2.1% 9% False True 142,122
20 426-0 362-4 63-4 17.3% 7-2 2.0% 9% False True 107,982
40 426-0 362-4 63-4 17.3% 8-6 2.4% 9% False True 109,256
60 426-0 362-4 63-4 17.3% 9-6 2.7% 9% False True 92,079
80 426-0 335-4 90-4 24.6% 9-7 2.7% 36% False False 75,579
100 426-0 319-4 106-4 28.9% 9-6 2.6% 46% False False 64,124
120 426-0 319-4 106-4 28.9% 9-5 2.6% 46% False False 55,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 401-7
2.618 389-5
1.618 382-1
1.000 377-4
0.618 374-5
HIGH 370-0
0.618 367-1
0.500 366-2
0.382 365-3
LOW 362-4
0.618 357-7
1.000 355-0
1.618 350-3
2.618 342-7
4.250 330-5
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 367-3 369-7
PP 366-7 369-2
S1 366-2 368-5

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

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