CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 334-4 334-4 0-0 0.0% 341-0
High 336-2 342-0 5-6 1.7% 355-6
Low 332-4 333-4 1-0 0.3% 336-0
Close 336-2 341-2 5-0 1.5% 341-4
Range 3-6 8-4 4-6 126.7% 19-6
ATR 10-5 10-3 -0-1 -1.4% 0-0
Volume 11,417 13,495 2,078 18.2% 83,876
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 364-3 361-3 345-7
R3 355-7 352-7 343-5
R2 347-3 347-3 342-6
R1 344-3 344-3 342-0 345-7
PP 338-7 338-7 338-7 339-6
S1 335-7 335-7 340-4 337-3
S2 330-3 330-3 339-6
S3 321-7 327-3 338-7
S4 313-3 318-7 336-5
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 403-5 392-3 352-3
R3 383-7 372-5 346-7
R2 364-1 364-1 345-1
R1 352-7 352-7 343-2 358-4
PP 344-3 344-3 344-3 347-2
S1 333-1 333-1 339-6 338-6
S2 324-5 324-5 337-7
S3 304-7 313-3 336-1
S4 285-1 293-5 330-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 355-6 326-0 29-6 8.7% 6-7 2.0% 51% False False 12,227
10 364-0 326-0 38-0 11.1% 8-5 2.5% 40% False False 13,963
20 388-0 326-0 62-0 18.2% 9-0 2.6% 25% False False 12,580
40 422-0 326-0 96-0 28.1% 7-7 2.3% 16% False False 11,945
60 483-4 326-0 157-4 46.2% 7-6 2.3% 10% False False 10,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 378-1
2.618 364-2
1.618 355-6
1.000 350-4
0.618 347-2
HIGH 342-0
0.618 338-6
0.500 337-6
0.382 336-6
LOW 333-4
0.618 328-2
1.000 325-0
1.618 319-6
2.618 311-2
4.250 297-3
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 340-1 338-7
PP 338-7 336-3
S1 337-6 334-0

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

View Archives - Comment on this page... - Back to Index of Symbols