CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 339-6 365-6 26-0 7.7% 329-6
High 342-2 370-2 28-0 8.2% 339-4
Low 338-4 365-6 27-2 8.1% 328-4
Close 340-4 369-0 28-4 8.4% 342-4
Range 3-6 4-4 0-6 20.0% 11-0
ATR 6-2 7-7 1-5 27.2% 0-0
Volume 3,232 2,125 -1,107 -34.3% 17,656
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 381-7 379-7 371-4
R3 377-3 375-3 370-2
R2 372-7 372-7 369-7
R1 370-7 370-7 369-3 371-7
PP 368-3 368-3 368-3 368-6
S1 366-3 366-3 368-5 367-3
S2 363-7 363-7 368-1
S3 359-3 361-7 367-6
S4 354-7 357-3 366-4
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 369-7 367-1 348-4
R3 358-7 356-1 345-4
R2 347-7 347-7 344-4
R1 345-1 345-1 343-4 346-4
PP 336-7 336-7 336-7 337-4
S1 334-1 334-1 341-4 335-4
S2 325-7 325-7 340-4
S3 314-7 323-1 339-4
S4 303-7 312-1 336-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 370-2 328-4 41-6 11.3% 5-3 1.4% 97% True False 3,817
10 370-2 328-4 41-6 11.3% 4-3 1.2% 97% True False 3,888
20 370-2 328-4 41-6 11.3% 4-5 1.2% 97% True False 3,031
40 395-0 328-4 66-4 18.0% 4-3 1.2% 61% False False 2,583
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 0-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 389-3
2.618 382-0
1.618 377-4
1.000 374-6
0.618 373-0
HIGH 370-2
0.618 368-4
0.500 368-0
0.382 367-4
LOW 365-6
0.618 363-0
1.000 361-2
1.618 358-4
2.618 354-0
4.250 346-5
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 368-5 363-2
PP 368-3 357-3
S1 368-0 351-5

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

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