CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 411-4 404-0 -7-4 -1.8% 386-4
High 413-2 404-6 -8-4 -2.1% 406-0
Low 403-4 393-2 -10-2 -2.5% 379-0
Close 410-2 397-0 -13-2 -3.2% 404-4
Range 9-6 11-4 1-6 17.9% 27-0
ATR 11-0 11-4 0-3 3.9% 0-0
Volume 87,687 95,967 8,280 9.4% 607,939
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 432-7 426-3 403-3
R3 421-3 414-7 400-1
R2 409-7 409-7 399-1
R1 403-3 403-3 398-0 400-7
PP 398-3 398-3 398-3 397-0
S1 391-7 391-7 396-0 389-3
S2 386-7 386-7 394-7
S3 375-3 380-3 393-7
S4 363-7 368-7 390-5
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 477-4 468-0 419-3
R3 450-4 441-0 411-7
R2 423-4 423-4 409-4
R1 414-0 414-0 407-0 418-6
PP 396-4 396-4 396-4 398-7
S1 387-0 387-0 402-0 391-6
S2 369-4 369-4 399-4
S3 342-4 360-0 397-1
S4 315-4 333-0 389-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 413-2 390-4 22-6 5.7% 10-6 2.7% 29% False False 108,064
10 413-2 379-0 34-2 8.6% 10-0 2.5% 53% False False 113,931
20 421-0 379-0 42-0 10.6% 10-2 2.6% 43% False False 110,531
40 424-4 377-4 47-0 11.8% 11-1 2.8% 41% False False 84,127
60 424-4 335-4 89-0 22.4% 10-6 2.7% 69% False False 64,778
80 424-4 319-4 105-0 26.4% 10-3 2.6% 74% False False 53,159
100 424-4 319-4 105-0 26.4% 10-0 2.5% 74% False False 45,058
120 424-4 319-4 105-0 26.4% 9-4 2.4% 74% False False 39,592
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 1-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 453-5
2.618 434-7
1.618 423-3
1.000 416-2
0.618 411-7
HIGH 404-6
0.618 400-3
0.500 399-0
0.382 397-5
LOW 393-2
0.618 386-1
1.000 381-6
1.618 374-5
2.618 363-1
4.250 344-3
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 399-0 403-2
PP 398-3 401-1
S1 397-5 399-1

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

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