CME Pit-Traded Corn Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 364-4 367-4 3-0 0.8% 423-4
High 370-0 372-0 2-0 0.5% 423-4
Low 362-4 364-2 1-6 0.5% 368-6
Close 368-0 372-0 4-0 1.1% 371-4
Range 7-4 7-6 0-2 3.3% 54-6
ATR 10-3 10-1 -0-1 -1.8% 0-0
Volume 125,418 117,028 -8,390 -6.7% 816,716
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 392-5 390-1 376-2
R3 384-7 382-3 374-1
R2 377-1 377-1 373-3
R1 374-5 374-5 372-6 375-7
PP 369-3 369-3 369-3 370-0
S1 366-7 366-7 371-2 368-1
S2 361-5 361-5 370-5
S3 353-7 359-1 369-7
S4 346-1 351-3 367-6
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 552-1 516-5 401-5
R3 497-3 461-7 386-4
R2 442-5 442-5 381-4
R1 407-1 407-1 376-4 397-4
PP 387-7 387-7 387-7 383-1
S1 352-3 352-3 366-4 342-6
S2 333-1 333-1 361-4
S3 278-3 297-5 356-4
S4 223-5 242-7 341-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 382-4 362-4 20-0 5.4% 6-7 1.9% 48% False False 171,820
10 423-6 362-4 61-2 16.5% 8-0 2.2% 16% False False 145,728
20 426-0 362-4 63-4 17.1% 7-2 1.9% 15% False False 108,451
40 426-0 362-4 63-4 17.1% 8-6 2.3% 15% False False 110,222
60 426-0 362-4 63-4 17.1% 9-6 2.6% 15% False False 93,165
80 426-0 342-2 83-6 22.5% 9-7 2.6% 36% False False 76,810
100 426-0 319-4 106-4 28.6% 9-6 2.6% 49% False False 65,176
120 426-0 319-4 106-4 28.6% 9-5 2.6% 49% False False 56,382
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 1-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 405-0
2.618 392-2
1.618 384-4
1.000 379-6
0.618 376-6
HIGH 372-0
0.618 369-0
0.500 368-1
0.382 367-2
LOW 364-2
0.618 359-4
1.000 356-4
1.618 351-6
2.618 344-0
4.250 331-2
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 370-6 370-6
PP 369-3 369-4
S1 368-1 368-2

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

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