CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 350-0 353-4 3-4 1.0% 353-4
High 350-2 353-6 3-4 1.0% 358-2
Low 345-4 349-0 3-4 1.0% 345-4
Close 352-2 351-4 -0-6 -0.2% 351-4
Range 4-6 4-6 0-0 0.0% 12-6
ATR 7-3 7-1 -0-1 -2.5% 0-0
Volume 3,017 1,832 -1,185 -39.3% 11,976
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 365-5 363-3 354-1
R3 360-7 358-5 352-6
R2 356-1 356-1 352-3
R1 353-7 353-7 351-7 352-5
PP 351-3 351-3 351-3 350-6
S1 349-1 349-1 351-1 347-7
S2 346-5 346-5 350-5
S3 341-7 344-3 350-2
S4 337-1 339-5 348-7
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 390-0 383-4 358-4
R3 377-2 370-6 355-0
R2 364-4 364-4 353-7
R1 358-0 358-0 352-5 354-7
PP 351-6 351-6 351-6 350-2
S1 345-2 345-2 350-3 342-1
S2 339-0 339-0 349-1
S3 326-2 332-4 348-0
S4 313-4 319-6 344-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358-2 345-4 12-6 3.6% 5-0 1.4% 47% False False 2,395
10 358-2 336-0 22-2 6.3% 5-5 1.6% 70% False False 2,127
20 395-0 336-0 59-0 16.8% 4-7 1.4% 26% False False 2,232
40 395-0 336-0 59-0 16.8% 4-4 1.3% 26% False False 2,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-7
Fibonacci Retracements and Extensions
4.250 374-0
2.618 366-1
1.618 361-3
1.000 358-4
0.618 356-5
HIGH 353-6
0.618 351-7
0.500 351-3
0.382 350-7
LOW 349-0
0.618 346-1
1.000 344-2
1.618 341-3
2.618 336-5
4.250 328-6
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 351-4 350-7
PP 351-3 350-2
S1 351-3 349-5

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

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