CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 407-0 420-0 13-0 3.2% 388-4
High 416-0 423-4 7-4 1.8% 423-4
Low 407-0 407-0 0-0 0.0% 388-0
Close 414-6 409-2 -5-4 -1.3% 409-2
Range 9-0 16-4 7-4 83.3% 35-4
ATR 11-7 12-1 0-3 2.8% 0-0
Volume 51,814 34,559 -17,255 -33.3% 157,991
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 462-6 452-4 418-3
R3 446-2 436-0 413-6
R2 429-6 429-6 412-2
R1 419-4 419-4 410-6 416-3
PP 413-2 413-2 413-2 411-6
S1 403-0 403-0 407-6 399-7
S2 396-6 396-6 406-2
S3 380-2 386-4 404-6
S4 363-6 370-0 400-1
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 513-3 496-7 428-6
R3 477-7 461-3 419-0
R2 442-3 442-3 415-6
R1 425-7 425-7 412-4 434-1
PP 406-7 406-7 406-7 411-0
S1 390-3 390-3 406-0 398-5
S2 371-3 371-3 402-6
S3 335-7 354-7 399-4
S4 300-3 319-3 389-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423-4 388-0 35-4 8.7% 11-6 2.9% 60% True False 31,598
10 423-4 381-0 42-4 10.4% 10-2 2.5% 66% True False 29,870
20 423-4 343-4 80-0 19.5% 10-2 2.5% 82% True False 28,610
40 423-4 319-4 104-0 25.4% 9-7 2.4% 86% True False 23,656
60 423-4 319-4 104-0 25.4% 9-5 2.3% 86% True False 20,068
80 423-4 319-4 104-0 25.4% 9-0 2.2% 86% True False 18,108
100 481-4 319-4 162-0 39.6% 8-4 2.1% 55% False False 15,972
120 483-4 319-4 164-0 40.1% 8-2 2.0% 55% False False 14,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 493-5
2.618 466-6
1.618 450-2
1.000 440-0
0.618 433-6
HIGH 423-4
0.618 417-2
0.500 415-2
0.382 413-2
LOW 407-0
0.618 396-6
1.000 390-4
1.618 380-2
2.618 363-6
4.250 336-7
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 415-2 411-4
PP 413-2 410-6
S1 411-2 410-0

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

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