CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 408-4 415-4 7-0 1.7% 393-2
High 420-6 423-4 2-6 0.7% 406-4
Low 408-4 415-4 7-0 1.7% 390-4
Close 418-4 423-4 5-0 1.2% 392-4
Range 12-2 8-0 -4-2 -34.7% 16-0
ATR 10-1 10-0 -0-1 -1.5% 0-0
Volume 3,163 6,687 3,524 111.4% 32,984
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 444-7 442-1 427-7
R3 436-7 434-1 425-6
R2 428-7 428-7 425-0
R1 426-1 426-1 424-2 427-4
PP 420-7 420-7 420-7 421-4
S1 418-1 418-1 422-6 419-4
S2 412-7 412-7 422-0
S3 404-7 410-1 421-2
S4 396-7 402-1 419-1
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 444-4 434-4 401-2
R3 428-4 418-4 396-7
R2 412-4 412-4 395-3
R1 402-4 402-4 394-0 399-4
PP 396-4 396-4 396-4 395-0
S1 386-4 386-4 391-0 383-4
S2 380-4 380-4 389-5
S3 364-4 370-4 388-1
S4 348-4 354-4 383-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423-4 390-4 33-0 7.8% 8-0 1.9% 100% True False 4,135
10 423-4 380-4 43-0 10.2% 7-5 1.8% 100% True False 5,809
20 423-4 352-4 71-0 16.8% 7-4 1.8% 100% True False 5,711
40 423-4 328-4 95-0 22.4% 6-7 1.6% 100% True False 4,704
60 423-4 328-4 95-0 22.4% 6-2 1.5% 100% True False 3,834
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 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 457-4
2.618 444-4
1.618 436-4
1.000 431-4
0.618 428-4
HIGH 423-4
0.618 420-4
0.500 419-4
0.382 418-4
LOW 415-4
0.618 410-4
1.000 407-4
1.618 402-4
2.618 394-4
4.250 381-4
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 422-1 419-7
PP 420-7 416-1
S1 419-4 412-4

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

View Archives - Comment on this page... - Back to Index of Symbols