CME Pit-Traded Corn Future March 2010

Trading Metrics calculated at close of trading on 09-Jul-2009

Day Change Summary
	Previous	Current
	08-Jul-2009	09-Jul-2009	Change	Change %	Previous Week
Open	348-0	351-4	3-4	1.0%	415-0
High	352-0	352-4	0-4	0.1%	415-0
Low	346-6	350-2	3-4	1.0%	370-6
Close	347-6	353-2	5-4	1.6%	371-0
Range	5-2	2-2	-3-0	-57.1%	44-2
ATR	10-2	9-7	-0-3	-3.8%	0-0
Volume	16,671	11,567	-5,104	-30.6%	50,079

Daily Pivots for day following 09-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	358-6	358-2	354-4
R3	356-4	356-0	353-7
R2	354-2	354-2	353-5
R1	353-6	353-6	353-4	354-0
PP	352-0	352-0	352-0	352-1
S1	351-4	351-4	353-0	351-6
S2	349-6	349-6	352-7
S3	347-4	349-2	352-5
S4	345-2	347-0	352-0

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	377-0	346-6	30-2	8.6%	5-7	1.7%	21%	False	False	16,492
10	420-0	346-6	73-2	20.7%	5-4	1.6%	9%	False	False	12,571
20	480-0	346-6	133-2	37.7%	6-4	1.8%	5%	False	False	10,252
40	483-4	346-6	136-6	38.7%	7-0	2.0%	5%	False	False	7,788

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	1-6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	362-0
2.618	358-3
1.618	356-1
1.000	354-6
0.618	353-7
HIGH	352-4
0.618	351-5
0.500	351-3
0.382	351-1
LOW	350-2
0.618	348-7
1.000	348-0
1.618	346-5
2.618	344-3
4.250	340-6

Fisher Pivots for day following 09-Jul-2009
Pivot	1 day	3 day
R1	352-5	353-2
PP	352-0	353-1
S1	351-3	353-1

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