CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 354-4 353-4 -1-0 -0.3% 341-0
High 354-4 357-2 2-6 0.8% 354-4
Low 345-0 353-4 8-4 2.5% 336-0
Close 349-0 358-4 9-4 2.7% 349-0
Range 9-4 3-6 -5-6 -60.5% 18-4
ATR 7-6 7-6 0-0 0.5% 0-0
Volume 1,350 3,581 2,231 165.3% 9,300
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 367-5 366-7 360-4
R3 363-7 363-1 359-4
R2 360-1 360-1 359-2
R1 359-3 359-3 358-7 359-6
PP 356-3 356-3 356-3 356-5
S1 355-5 355-5 358-1 356-0
S2 352-5 352-5 357-6
S3 348-7 351-7 357-4
S4 345-1 348-1 356-4
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 402-0 394-0 359-1
R3 383-4 375-4 354-1
R2 365-0 365-0 352-3
R1 357-0 357-0 350-6 361-0
PP 346-4 346-4 346-4 348-4
S1 338-4 338-4 347-2 342-4
S2 328-0 328-0 345-5
S3 309-4 320-0 343-7
S4 291-0 301-4 338-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 357-2 342-6 14-4 4.0% 5-2 1.5% 109% True False 2,101
10 359-2 336-0 23-2 6.5% 3-4 1.0% 97% False False 2,485
20 395-0 336-0 59-0 16.5% 4-6 1.3% 38% False False 2,068
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 373-2
2.618 367-1
1.618 363-3
1.000 361-0
0.618 359-5
HIGH 357-2
0.618 355-7
0.500 355-3
0.382 354-7
LOW 353-4
0.618 351-1
1.000 349-6
1.618 347-3
2.618 343-5
4.250 337-4
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 357-4 356-0
PP 356-3 353-5
S1 355-3 351-1

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

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