CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 334-4 341-0 6-4 1.9% 341-0
High 342-0 341-0 -1-0 -0.3% 355-6
Low 333-4 336-6 3-2 1.0% 336-0
Close 341-2 337-2 -4-0 -1.2% 341-4
Range 8-4 4-2 -4-2 -50.0% 19-6
ATR 10-3 10-0 -0-3 -4.1% 0-0
Volume 13,495 16,310 2,815 20.9% 83,876
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 351-1 348-3 339-5
R3 346-7 344-1 338-3
R2 342-5 342-5 338-0
R1 339-7 339-7 337-5 339-1
PP 338-3 338-3 338-3 338-0
S1 335-5 335-5 336-7 334-7
S2 334-1 334-1 336-4
S3 329-7 331-3 336-1
S4 325-5 327-1 334-7
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
5 342-4 326-0 16-4 4.9% 5-6 1.7% 68% False False 12,686
10 355-6 326-0 29-6 8.8% 7-7 2.3% 38% False False 14,564
20 388-0 326-0 62-0 18.4% 8-5 2.6% 18% False False 12,593
40 420-0 326-0 94-0 27.9% 7-6 2.3% 12% False False 12,037
60 483-4 326-0 157-4 46.7% 7-5 2.3% 7% False False 10,170
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 359-0
2.618 352-1
1.618 347-7
1.000 345-2
0.618 343-5
HIGH 341-0
0.618 339-3
0.500 338-7
0.382 338-3
LOW 336-6
0.618 334-1
1.000 332-4
1.618 329-7
2.618 325-5
4.250 318-6
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 338-7 337-2
PP 338-3 337-2
S1 337-6 337-2

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

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