CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 361-2 351-2 -10-0 -2.8% 389-4
High 361-2 353-4 -7-6 -2.1% 395-0
Low 356-6 351-2 -5-4 -1.5% 356-6
Close 349-4 353-2 3-6 1.1% 349-4
Range 4-4 2-2 -2-2 -50.0% 38-2
ATR 9-4 9-1 -0-3 -4.1% 0-0
Volume 1,911 2,152 241 12.6% 9,262
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 359-3 358-5 354-4
R3 357-1 356-3 353-7
R2 354-7 354-7 353-5
R1 354-1 354-1 353-4 354-4
PP 352-5 352-5 352-5 352-7
S1 351-7 351-7 353-0 352-2
S2 350-3 350-3 352-7
S3 348-1 349-5 352-5
S4 345-7 347-3 352-0
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 481-7 453-7 370-4
R3 443-5 415-5 360-0
R2 405-3 405-3 356-4
R1 377-3 377-3 353-0 372-2
PP 367-1 367-1 367-1 364-4
S1 339-1 339-1 346-0 334-0
S2 328-7 328-7 342-4
S3 290-5 300-7 339-0
S4 252-3 262-5 328-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 394-0 351-2 42-6 12.1% 7-0 2.0% 5% False True 2,039
10 395-0 348-2 46-6 13.2% 6-0 1.7% 11% False False 1,651
20 395-0 340-0 55-0 15.6% 4-6 1.3% 24% False False 1,847
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 363-0
2.618 359-3
1.618 357-1
1.000 355-6
0.618 354-7
HIGH 353-4
0.618 352-5
0.500 352-3
0.382 352-1
LOW 351-2
0.618 349-7
1.000 349-0
1.618 347-5
2.618 345-3
4.250 341-6
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 353-0 362-5
PP 352-5 359-4
S1 352-3 356-3

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

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