CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 343-4 367-0 23-4 6.8% 349-0
High 362-0 382-0 20-0 5.5% 358-4
Low 343-4 367-0 23-4 6.8% 344-6
Close 354-2 370-4 16-2 4.6% 346-4
Range 18-4 15-0 -3-4 -18.9% 13-6
ATR 10-7 12-0 1-2 11.2% 0-0
Volume 19,600 34,112 14,512 74.0% 105,324
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 418-1 409-3 378-6
R3 403-1 394-3 374-5
R2 388-1 388-1 373-2
R1 379-3 379-3 371-7 383-6
PP 373-1 373-1 373-1 375-3
S1 364-3 364-3 369-1 368-6
S2 358-1 358-1 367-6
S3 343-1 349-3 366-3
S4 328-1 334-3 362-2
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 391-1 382-5 354-0
R3 377-3 368-7 350-2
R2 363-5 363-5 349-0
R1 355-1 355-1 347-6 352-4
PP 349-7 349-7 349-7 348-5
S1 341-3 341-3 345-2 338-6
S2 336-1 336-1 344-0
S3 322-3 327-5 342-6
S4 308-5 313-7 339-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 382-0 343-4 38-4 10.4% 11-4 3.1% 70% True False 20,470
10 382-0 332-6 49-2 13.3% 11-2 3.0% 77% True False 20,948
20 382-0 319-6 62-2 16.8% 10-7 2.9% 82% True False 19,452
40 382-0 319-4 62-4 16.9% 9-1 2.4% 82% True False 17,828
60 388-0 319-4 68-4 18.5% 9-0 2.4% 74% False False 15,600
80 449-6 319-4 130-2 35.2% 8-3 2.2% 39% False False 14,323
100 483-4 319-4 164-0 44.3% 8-2 2.2% 31% False False 12,456
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 1-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 445-6
2.618 421-2
1.618 406-2
1.000 397-0
0.618 391-2
HIGH 382-0
0.618 376-2
0.500 374-4
0.382 372-6
LOW 367-0
0.618 357-6
1.000 352-0
1.618 342-6
2.618 327-6
4.250 303-2
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 374-4 367-7
PP 373-1 365-3
S1 371-7 362-6

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

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