CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 356-0 350-0 -6-0 -1.7% 341-0
High 358-2 351-0 -7-2 -2.0% 354-4
Low 347-4 350-0 2-4 0.7% 336-0
Close 349-6 349-2 -0-4 -0.1% 349-0
Range 10-6 1-0 -9-6 -90.7% 18-4
ATR 8-0 7-4 -0-4 -6.0% 0-0
Volume 1,957 1,589 -368 -18.8% 9,300
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 353-1 352-1 349-6
R3 352-1 351-1 349-4
R2 351-1 351-1 349-3
R1 350-1 350-1 349-3 350-1
PP 350-1 350-1 350-1 350-0
S1 349-1 349-1 349-1 349-1
S2 349-1 349-1 349-1
S3 348-1 348-1 349-0
S4 347-1 347-1 348-6
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 402-0 394-0 359-1
R3 383-4 375-4 354-1
R2 365-0 365-0 352-3
R1 357-0 357-0 350-6 361-0
PP 346-4 346-4 346-4 348-4
S1 338-4 338-4 347-2 342-4
S2 328-0 328-0 345-5
S3 309-4 320-0 343-7
S4 291-0 301-4 338-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358-2 345-0 13-2 3.8% 5-5 1.6% 32% False False 1,973
10 358-2 336-0 22-2 6.4% 4-5 1.3% 60% False False 2,144
20 395-0 336-0 59-0 16.9% 5-1 1.5% 22% False False 2,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 355-2
2.618 353-5
1.618 352-5
1.000 352-0
0.618 351-5
HIGH 351-0
0.618 350-5
0.500 350-4
0.382 350-3
LOW 350-0
0.618 349-3
1.000 349-0
1.618 348-3
2.618 347-3
4.250 345-6
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 350-4 352-7
PP 350-1 351-5
S1 349-5 350-4

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

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