CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 348-0 339-4 -8-4 -2.4% 353-4
High 348-0 341-4 -6-4 -1.9% 358-2
Low 341-0 339-0 -2-0 -0.6% 345-4
Close 341-4 341-4 0-0 0.0% 351-4
Range 7-0 2-4 -4-4 -64.3% 12-6
ATR 6-7 6-5 -0-3 -4.6% 0-0
Volume 6,715 4,611 -2,104 -31.3% 11,976
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 348-1 347-3 342-7
R3 345-5 344-7 342-2
R2 343-1 343-1 342-0
R1 342-3 342-3 341-6 342-6
PP 340-5 340-5 340-5 340-7
S1 339-7 339-7 341-2 340-2
S2 338-1 338-1 341-0
S3 335-5 337-3 340-6
S4 333-1 334-7 340-1
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 390-0 383-4 358-4
R3 377-2 370-6 355-0
R2 364-4 364-4 353-7
R1 358-0 358-0 352-5 354-7
PP 351-6 351-6 351-6 350-2
S1 345-2 345-2 350-3 342-1
S2 339-0 339-0 349-1
S3 326-2 332-4 348-0
S4 313-4 319-6 344-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 353-6 339-0 14-6 4.3% 3-6 1.1% 17% False True 3,802
10 358-2 339-0 19-2 5.6% 4-6 1.4% 13% False True 2,887
20 374-0 336-0 38-0 11.1% 4-1 1.2% 14% False False 2,648
40 395-0 336-0 59-0 17.3% 4-2 1.3% 9% False False 2,278
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 0-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 352-1
2.618 348-0
1.618 345-4
1.000 344-0
0.618 343-0
HIGH 341-4
0.618 340-4
0.500 340-2
0.382 340-0
LOW 339-0
0.618 337-4
1.000 336-4
1.618 335-0
2.618 332-4
4.250 328-3
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 341-1 345-1
PP 340-5 343-7
S1 340-2 342-6

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

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