CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 405-0 399-2 -5-6 -1.4% 412-0
High 407-2 400-0 -7-2 -1.8% 421-0
Low 400-4 388-0 -12-4 -3.1% 388-0
Close 400-6 388-4 -12-2 -3.1% 388-4
Range 6-6 12-0 5-2 77.8% 33-0
ATR 12-0 12-0 0-0 0.5% 0-0
Volume 108,659 124,777 16,118 14.8% 663,579
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 428-1 420-3 395-1
R3 416-1 408-3 391-6
R2 404-1 404-1 390-6
R1 396-3 396-3 389-5 394-2
PP 392-1 392-1 392-1 391-1
S1 384-3 384-3 387-3 382-2
S2 380-1 380-1 386-2
S3 368-1 372-3 385-2
S4 356-1 360-3 381-7
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 498-1 476-3 406-5
R3 465-1 443-3 397-5
R2 432-1 432-1 394-4
R1 410-3 410-3 391-4 404-6
PP 399-1 399-1 399-1 396-3
S1 377-3 377-3 385-4 371-6
S2 366-1 366-1 382-4
S3 333-1 344-3 379-3
S4 300-1 311-3 370-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421-0 388-0 33-0 8.5% 9-6 2.5% 2% False True 132,715
10 421-0 388-0 33-0 8.5% 10-6 2.8% 2% False True 111,767
20 424-4 380-0 44-4 11.5% 10-5 2.7% 19% False False 94,222
40 424-4 372-0 52-4 13.5% 11-1 2.9% 31% False False 65,060
60 424-4 323-0 101-4 26.1% 11-1 2.9% 65% False False 50,676
80 424-4 319-4 105-0 27.0% 10-1 2.6% 66% False False 41,900
100 424-4 319-4 105-0 27.0% 9-7 2.5% 66% False False 35,962
120 440-4 319-4 121-0 31.1% 9-2 2.4% 57% False False 31,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 451-0
2.618 431-3
1.618 419-3
1.000 412-0
0.618 407-3
HIGH 400-0
0.618 395-3
0.500 394-0
0.382 392-5
LOW 388-0
0.618 380-5
1.000 376-0
1.618 368-5
2.618 356-5
4.250 337-0
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 394-0 400-2
PP 392-1 396-3
S1 390-3 392-3

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

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