CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 423-4 400-0 -23-4 -5.5% 423-4
High 423-4 400-0 -23-4 -5.5% 426-0
Low 418-0 392-4 -25-4 -6.1% 413-4
Close 422-4 392-4 -30-0 -7.1% 423-0
Range 5-4 7-4 2-0 36.4% 12-4
ATR 8-6 10-2 1-4 17.4% 0-0
Volume 135,002 135,979 977 0.7% 512,035
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 417-4 412-4 396-5
R3 410-0 405-0 394-4
R2 402-4 402-4 393-7
R1 397-4 397-4 393-2 396-2
PP 395-0 395-0 395-0 394-3
S1 390-0 390-0 391-6 388-6
S2 387-4 387-4 391-1
S3 380-0 382-4 390-4
S4 372-4 375-0 388-3
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 458-3 453-1 429-7
R3 445-7 440-5 426-4
R2 433-3 433-3 425-2
R1 428-1 428-1 424-1 424-4
PP 420-7 420-7 420-7 419-0
S1 415-5 415-5 421-7 412-0
S2 408-3 408-3 420-6
S3 395-7 403-1 419-4
S4 383-3 390-5 416-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423-6 392-4 31-2 8.0% 7-1 1.8% 0% False True 117,159
10 426-0 392-4 33-4 8.5% 7-1 1.8% 0% False True 100,817
20 426-0 390-4 35-4 9.0% 7-7 2.0% 6% False False 93,227
40 426-0 379-0 47-0 12.0% 8-6 2.2% 29% False False 98,376
60 426-0 377-4 48-4 12.4% 9-7 2.5% 31% False False 80,192
80 426-0 324-2 101-6 25.9% 10-0 2.5% 67% False False 66,176
100 426-0 319-4 106-4 27.1% 9-6 2.5% 69% False False 56,431
120 426-0 319-4 106-4 27.1% 9-5 2.4% 69% False False 49,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 431-7
2.618 419-5
1.618 412-1
1.000 407-4
0.618 404-5
HIGH 400-0
0.618 397-1
0.500 396-2
0.382 395-3
LOW 392-4
0.618 387-7
1.000 385-0
1.618 380-3
2.618 372-7
4.250 360-5
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 396-2 408-0
PP 395-0 402-7
S1 393-6 397-5

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

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