CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 395-6 412-4 16-6 4.2% 384-0
High 411-0 417-4 6-4 1.6% 411-6
Low 394-4 407-0 12-4 3.2% 379-2
Close 409-0 409-2 0-2 0.1% 381-0
Range 16-4 10-4 -6-0 -36.4% 32-4
ATR 13-6 13-4 -0-2 -1.7% 0-0
Volume 77,969 91,993 14,024 18.0% 239,416
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 442-6 436-4 415-0
R3 432-2 426-0 412-1
R2 421-6 421-6 411-1
R1 415-4 415-4 410-2 413-3
PP 411-2 411-2 411-2 410-2
S1 405-0 405-0 408-2 402-7
S2 400-6 400-6 407-3
S3 390-2 394-4 406-3
S4 379-6 384-0 403-4
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
5 417-4 380-0 37-4 9.2% 12-2 3.0% 78% True False 64,518
10 417-4 377-4 40-0 9.8% 13-1 3.2% 79% True False 55,435
20 423-4 377-4 46-0 11.2% 12-0 2.9% 69% False False 43,823
40 423-4 324-2 99-2 24.3% 11-1 2.7% 86% False False 33,975
60 423-4 319-4 104-0 25.4% 10-2 2.5% 86% False False 28,468
80 423-4 319-4 104-0 25.4% 10-0 2.4% 86% False False 24,506
100 423-4 319-4 104-0 25.4% 9-2 2.3% 86% False False 21,868
120 483-4 319-4 164-0 40.1% 9-0 2.2% 55% False False 19,184
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 2-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 462-1
2.618 445-0
1.618 434-4
1.000 428-0
0.618 424-0
HIGH 417-4
0.618 413-4
0.500 412-2
0.382 411-0
LOW 407-0
0.618 400-4
1.000 396-4
1.618 390-0
2.618 379-4
4.250 362-3
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 412-2 406-3
PP 411-2 403-5
S1 410-2 400-6

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

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