CME Pit-Traded Corn Future March 2010

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

Day Change Summary
	Previous	Current
	07-Jul-2009	08-Jul-2009	Change	Change %	Previous Week
Open	355-4	348-0	-7-4	-2.1%	415-0
High	359-4	352-0	-7-4	-2.1%	415-0
Low	348-6	346-6	-2-0	-0.6%	370-6
Close	349-0	347-6	-1-2	-0.4%	371-0
Range	10-6	5-2	-5-4	-51.2%	44-2
ATR	10-5	10-2	-0-3	-3.6%	0-0
Volume	18,870	16,671	-2,199	-11.7%	50,079

Daily Pivots for day following 08-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	364-5	361-3	350-5
R3	359-3	356-1	349-2
R2	354-1	354-1	348-6
R1	350-7	350-7	348-2	349-7
PP	348-7	348-7	348-7	348-2
S1	345-5	345-5	347-2	344-5
S2	343-5	343-5	346-6
S3	338-3	340-3	346-2
S4	333-1	335-1	344-7

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	518-3	488-7	395-3
R3	474-1	444-5	383-1
R2	429-7	429-7	379-1
R1	400-3	400-3	375-0	393-0
PP	385-5	385-5	385-5	381-7
S1	356-1	356-1	367-0	348-6
S2	341-3	341-3	362-7
S3	297-1	311-7	358-7
S4	252-7	267-5	346-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	382-6	346-6	36-0	10.4%	6-7	2.0%	3%	False	True	17,646
10	422-0	346-6	75-2	21.6%	6-1	1.8%	1%	False	True	12,678
20	480-0	346-6	133-2	38.3%	6-7	2.0%	1%	False	True	9,992
40	483-4	346-6	136-6	39.3%	7-0	2.0%	1%	False	True	7,726

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	1-6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	374-2
2.618	365-6
1.618	360-4
1.000	357-2
0.618	355-2
HIGH	352-0
0.618	350-0
0.500	349-3
0.382	348-6
LOW	346-6
0.618	343-4
1.000	341-4
1.618	338-2
2.618	333-0
4.250	324-4

Fisher Pivots for day following 08-Jul-2009
Pivot	1 day	3 day
R1	349-3	354-1
PP	348-7	352-0
S1	348-2	349-7

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