CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	340-4	331-0	-9-4	-2.8%	341-0
High	342-4	336-4	-6-0	-1.8%	355-6
Low	340-4	326-0	-14-4	-4.3%	336-0
Close	341-4	335-4	-6-0	-1.8%	341-4
Range	2-0	10-4	8-4	425.0%	19-6
ATR	10-6	11-1	0-3	3.1%	0-0
Volume	14,462	7,748	-6,714	-46.4%	83,876

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	364-1	360-3	341-2
R3	353-5	349-7	338-3
R2	343-1	343-1	337-3
R1	339-3	339-3	336-4	341-2
PP	332-5	332-5	332-5	333-5
S1	328-7	328-7	334-4	330-6
S2	322-1	322-1	333-5
S3	311-5	318-3	332-5
S4	301-1	307-7	329-6

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	403-5	392-3	352-3
R3	383-7	372-5	346-7
R2	364-1	364-1	345-1
R1	352-7	352-7	343-2	358-4
PP	344-3	344-3	344-3	347-2
S1	333-1	333-1	339-6	338-6
S2	324-5	324-5	337-7
S3	304-7	313-3	336-1
S4	285-1	293-5	330-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	355-6	326-0	29-6	8.9%	8-3	2.5%	32%	False	True	14,931
10	384-4	326-0	58-4	17.4%	9-5	2.9%	16%	False	True	13,789
20	388-0	326-0	62-0	18.5%	9-2	2.7%	15%	False	True	12,521
40	422-0	326-0	96-0	28.6%	7-6	2.3%	10%	False	True	11,876
60	483-4	326-0	157-4	46.9%	7-5	2.3%	6%	False	True	9,762

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 3 trading days

Fibonacci Retracements and Extensions
4.250	381-1
2.618	364-0
1.618	353-4
1.000	347-0
0.618	343-0
HIGH	336-4
0.618	332-4
0.500	331-2
0.382	330-0
LOW	326-0
0.618	319-4
1.000	315-4
1.618	309-0
2.618	298-4
4.250	281-3

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	334-1	340-7
PP	332-5	339-1
S1	331-2	337-2

Download as Excel Spreadsheet

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

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