CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 332-4 324-4 -8-0 -2.4% 334-4
High 333-0 325-0 -8-0 -2.4% 343-0
Low 325-0 319-4 -5-4 -1.7% 319-4
Close 329-0 319-6 -9-2 -2.8% 319-6
Range 8-0 5-4 -2-4 -31.3% 23-4
ATR 9-1 9-1 0-0 0.3% 0-0
Volume 26,030 20,624 -5,406 -20.8% 112,416
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 337-7 334-3 322-6
R3 332-3 328-7 321-2
R2 326-7 326-7 320-6
R1 323-3 323-3 320-2 322-3
PP 321-3 321-3 321-3 321-0
S1 317-7 317-7 319-2 316-7
S2 315-7 315-7 318-6
S3 310-3 312-3 318-2
S4 304-7 306-7 316-6
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 397-7 382-3 332-5
R3 374-3 358-7 326-2
R2 350-7 350-7 324-0
R1 335-3 335-3 321-7 331-3
PP 327-3 327-3 327-3 325-4
S1 311-7 311-7 317-5 307-7
S2 303-7 303-7 315-4
S3 280-3 288-3 313-2
S4 256-7 264-7 306-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 343-0 319-4 23-4 7.3% 6-7 2.1% 1% False True 22,483
10 351-0 319-4 31-4 9.9% 7-4 2.3% 1% False True 17,909
20 355-6 319-4 36-2 11.3% 7-4 2.3% 1% False True 16,016
40 388-0 319-4 68-4 21.4% 8-2 2.6% 0% False True 13,308
60 469-4 319-4 150-0 46.9% 7-5 2.4% 0% False True 12,389
80 483-4 319-4 164-0 51.3% 7-5 2.4% 0% False True 10,529
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 348-3
2.618 339-3
1.618 333-7
1.000 330-4
0.618 328-3
HIGH 325-0
0.618 322-7
0.500 322-2
0.382 321-5
LOW 319-4
0.618 316-1
1.000 314-0
1.618 310-5
2.618 305-1
4.250 296-1
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 322-2 326-2
PP 321-3 324-1
S1 320-5 321-7

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

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