CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 342-4 345-4 3-0 0.9% 339-6
High 358-0 358-6 0-6 0.2% 370-2
Low 342-4 345-4 3-0 0.9% 338-4
Close 352-4 358-4 6-0 1.7% 340-4
Range 15-4 13-2 -2-2 -14.5% 31-6
ATR 9-5 9-7 0-2 2.7% 0-0
Volume 3,008 3,419 411 13.7% 18,440
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 394-0 389-4 365-6
R3 380-6 376-2 362-1
R2 367-4 367-4 360-7
R1 363-0 363-0 359-6 365-2
PP 354-2 354-2 354-2 355-3
S1 349-6 349-6 357-2 352-0
S2 341-0 341-0 356-1
S3 327-6 336-4 354-7
S4 314-4 323-2 351-2
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 445-0 424-4 358-0
R3 413-2 392-6 349-2
R2 381-4 381-4 346-3
R1 361-0 361-0 343-3 371-2
PP 349-6 349-6 349-6 354-7
S1 329-2 329-2 337-5 339-4
S2 318-0 318-0 334-5
S3 286-2 297-4 331-6
S4 254-4 265-6 323-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358-6 333-4 25-2 7.0% 9-7 2.7% 99% True False 3,167
10 370-2 333-0 37-2 10.4% 8-7 2.5% 68% False False 3,786
20 370-2 328-4 41-6 11.6% 6-3 1.8% 72% False False 3,696
40 395-0 328-4 66-4 18.5% 5-6 1.6% 45% False False 2,896
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
4.250 415-0
2.618 393-4
1.618 380-2
1.000 372-0
0.618 367-0
HIGH 358-6
0.618 353-6
0.500 352-1
0.382 350-4
LOW 345-4
0.618 337-2
1.000 332-2
1.618 324-0
2.618 310-6
4.250 289-2
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 356-3 355-4
PP 354-2 352-3
S1 352-1 349-3

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

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