CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 395-0 385-0 -10-0 -2.5% 384-0
High 398-0 386-4 -11-4 -2.9% 411-6
Low 389-0 380-0 -9-0 -2.3% 379-2
Close 390-2 381-0 -9-2 -2.4% 381-0
Range 9-0 6-4 -2-4 -27.8% 32-4
ATR 13-1 12-7 -0-2 -1.5% 0-0
Volume 34,465 50,565 16,100 46.7% 239,416
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 402-0 398-0 384-5
R3 395-4 391-4 382-6
R2 389-0 389-0 382-2
R1 385-0 385-0 381-5 383-6
PP 382-4 382-4 382-4 381-7
S1 378-4 378-4 380-3 377-2
S2 376-0 376-0 379-6
S3 369-4 372-0 379-2
S4 363-0 365-4 377-3
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 488-1 467-1 398-7
R3 455-5 434-5 390-0
R2 423-1 423-1 387-0
R1 402-1 402-1 384-0 396-3
PP 390-5 390-5 390-5 387-6
S1 369-5 369-5 378-0 363-7
S2 358-1 358-1 375-0
S3 325-5 337-1 372-0
S4 293-1 304-5 363-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 411-6 379-2 32-4 8.5% 13-6 3.6% 5% False False 47,883
10 411-6 377-4 34-2 9.0% 12-2 3.2% 10% False False 43,030
20 423-4 377-4 46-0 12.1% 11-2 3.0% 8% False False 36,450
40 423-4 324-2 99-2 26.0% 11-2 2.9% 57% False False 29,780
60 423-4 319-4 104-0 27.3% 9-6 2.6% 59% False False 25,069
80 423-4 319-4 104-0 27.3% 9-5 2.5% 59% False False 21,905
100 439-2 319-4 119-6 31.4% 9-0 2.4% 51% False False 19,658
120 483-4 319-4 164-0 43.0% 8-6 2.3% 38% False False 17,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 414-1
2.618 403-4
1.618 397-0
1.000 393-0
0.618 390-4
HIGH 386-4
0.618 384-0
0.500 383-2
0.382 382-4
LOW 380-0
0.618 376-0
1.000 373-4
1.618 369-4
2.618 363-0
4.250 352-3
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 383-2 395-7
PP 382-4 390-7
S1 381-6 386-0

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

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