CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 415-0 380-0 -35-0 -8.4% 420-0
High 415-0 380-0 -35-0 -8.4% 422-0
Low 409-0 379-4 -29-4 -7.2% 412-2
Close 409-4 379-4 -30-0 -7.3% 416-0
Range 6-0 0-4 -5-4 -91.7% 9-6
ATR 8-7 10-3 1-4 17.0% 0-0
Volume 5,470 6,323 853 15.6% 48,897
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 381-1 380-7 379-6
R3 380-5 380-3 379-5
R2 380-1 380-1 379-5
R1 379-7 379-7 379-4 379-6
PP 379-5 379-5 379-5 379-5
S1 379-3 379-3 379-4 379-2
S2 379-1 379-1 379-3
S3 378-5 378-7 379-3
S4 378-1 378-3 379-2
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 446-0 440-6 421-3
R3 436-2 431-0 418-5
R2 426-4 426-4 417-6
R1 421-2 421-2 416-7 419-0
PP 416-6 416-6 416-6 415-5
S1 411-4 411-4 415-1 409-2
S2 407-0 407-0 414-2
S3 397-2 401-6 413-3
S4 387-4 392-0 410-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 422-0 379-4 42-4 11.2% 5-3 1.4% 0% False True 7,710
10 440-4 379-4 61-0 16.1% 5-4 1.4% 0% False True 8,065
20 481-4 379-4 102-0 26.9% 7-1 1.9% 0% False True 6,828
40 483-4 379-4 104-0 27.4% 6-6 1.8% 0% False True 6,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-1
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 382-1
2.618 381-2
1.618 380-6
1.000 380-4
0.618 380-2
HIGH 380-0
0.618 379-6
0.500 379-6
0.382 379-6
LOW 379-4
0.618 379-2
1.000 379-0
1.618 378-6
2.618 378-2
4.250 377-3
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 379-6 398-6
PP 379-5 392-3
S1 379-5 385-7

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

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