CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 341-0 337-0 -4-0 -1.2% 330-4
High 344-4 340-0 -4-4 -1.3% 361-2
Low 336-2 330-0 -6-2 -1.9% 329-0
Close 342-2 331-4 -10-6 -3.1% 331-4
Range 8-2 10-0 1-6 21.2% 32-2
ATR 10-7 11-0 0-1 0.9% 0-0
Volume 28,244 14,367 -13,877 -49.1% 112,389
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 363-7 357-5 337-0
R3 353-7 347-5 334-2
R2 343-7 343-7 333-3
R1 337-5 337-5 332-3 335-6
PP 333-7 333-7 333-7 332-7
S1 327-5 327-5 330-5 325-6
S2 323-7 323-7 329-5
S3 313-7 317-5 328-6
S4 303-7 307-5 326-0
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 437-3 416-5 349-2
R3 405-1 384-3 340-3
R2 372-7 372-7 337-3
R1 352-1 352-1 334-4 362-4
PP 340-5 340-5 340-5 345-6
S1 319-7 319-7 328-4 330-2
S2 308-3 308-3 325-5
S3 276-1 287-5 322-5
S4 243-7 255-3 313-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 361-2 329-0 32-2 9.7% 13-0 3.9% 8% False False 22,477
10 361-2 319-4 41-6 12.6% 9-7 3.0% 29% False False 19,502
20 361-2 319-4 41-6 12.6% 8-7 2.7% 29% False False 18,094
40 388-0 319-4 68-4 20.7% 8-6 2.6% 18% False False 15,344
60 420-0 319-4 100-4 30.3% 8-1 2.4% 12% False False 14,056
80 483-4 319-4 164-0 49.5% 8-0 2.4% 7% False False 12,151
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 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 382-4
2.618 366-1
1.618 356-1
1.000 350-0
0.618 346-1
HIGH 340-0
0.618 336-1
0.500 335-0
0.382 333-7
LOW 330-0
0.618 323-7
1.000 320-0
1.618 313-7
2.618 303-7
4.250 287-4
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 335-0 342-4
PP 333-7 338-7
S1 332-5 335-1

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

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