CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 351-2 353-4 2-2 0.6% 389-4
High 353-4 353-4 0-0 0.0% 395-0
Low 351-2 353-4 2-2 0.6% 356-6
Close 353-2 353-4 0-2 0.1% 349-4
Range 2-2 0-0 -2-2 -100.0% 38-2
ATR 9-1 8-4 -0-5 -6.9% 0-0
Volume 2,152 5,463 3,311 153.9% 9,262
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 353-4 353-4 353-4
R3 353-4 353-4 353-4
R2 353-4 353-4 353-4
R1 353-4 353-4 353-4 353-4
PP 353-4 353-4 353-4 353-4
S1 353-4 353-4 353-4 353-4
S2 353-4 353-4 353-4
S3 353-4 353-4 353-4
S4 353-4 353-4 353-4
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
5 387-0 351-2 35-6 10.1% 5-6 1.6% 6% False False 2,449
10 395-0 348-2 46-6 13.2% 5-6 1.6% 11% False False 2,148
20 395-0 340-0 55-0 15.6% 4-5 1.3% 25% False False 2,073
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 353-4
2.618 353-4
1.618 353-4
1.000 353-4
0.618 353-4
HIGH 353-4
0.618 353-4
0.500 353-4
0.382 353-4
LOW 353-4
0.618 353-4
1.000 353-4
1.618 353-4
2.618 353-4
4.250 353-4
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 353-4 356-2
PP 353-4 355-3
S1 353-4 354-3

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

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