CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	474-0	473-2	-0-6	-0.2%	475-4
High	480-0	473-2	-6-6	-1.4%	483-4
Low	474-0	468-0	-6-0	-1.3%	465-4
Close	478-2	469-2	-9-0	-1.9%	478-2
Range	6-0	5-2	-0-6	-12.5%	18-0
ATR	8-7	8-7	0-1	1.2%	0-0
Volume	3,228	4,433	1,205	37.3%	26,574

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	485-7	482-7	472-1
R3	480-5	477-5	470-6
R2	475-3	475-3	470-2
R1	472-3	472-3	469-6	471-2
PP	470-1	470-1	470-1	469-5
S1	467-1	467-1	468-6	466-0
S2	464-7	464-7	468-2
S3	459-5	461-7	467-6
S4	454-3	456-5	466-3

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	529-6	522-0	488-1
R3	511-6	504-0	483-2
R2	493-6	493-6	481-4
R1	486-0	486-0	479-7	489-7
PP	475-6	475-6	475-6	477-6
S1	468-0	468-0	476-5	471-7
S2	457-6	457-6	475-0
S3	439-6	450-0	473-2
S4	421-6	432-0	468-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	483-4	465-4	18-0	3.8%	9-1	1.9%	21%	False	False	5,520
10	483-4	456-0	27-4	5.9%	7-5	1.6%	48%	False	False	5,298
20	483-4	445-0	38-4	8.2%	7-1	1.5%	63%	False	False	5,746

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	-0-5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	495-4
2.618	487-0
1.618	481-6
1.000	478-4
0.618	476-4
HIGH	473-2
0.618	471-2
0.500	470-5
0.382	470-0
LOW	468-0
0.618	464-6
1.000	462-6
1.618	459-4
2.618	454-2
4.250	445-6

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	470-5	474-6
PP	470-1	472-7
S1	469-6	471-1

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