CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 351-2 348-0 -3-2 -0.9% 353-4
High 351-2 348-0 -3-2 -0.9% 358-2
Low 351-2 341-0 -10-2 -2.9% 345-4
Close 351-2 341-4 -9-6 -2.8% 351-4
Range 0-0 7-0 7-0 12-6
ATR 6-5 6-7 0-2 3.9% 0-0
Volume 2,837 6,715 3,878 136.7% 11,976
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 364-4 360-0 345-3
R3 357-4 353-0 343-3
R2 350-4 350-4 342-6
R1 346-0 346-0 342-1 344-6
PP 343-4 343-4 343-4 342-7
S1 339-0 339-0 340-7 337-6
S2 336-4 336-4 340-2
S3 329-4 332-0 339-5
S4 322-4 325-0 337-5
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
5 353-6 341-0 12-6 3.7% 3-4 1.0% 4% False True 3,198
10 358-2 341-0 17-2 5.1% 5-2 1.5% 3% False True 2,603
20 387-0 336-0 51-0 14.9% 4-5 1.4% 11% False False 2,478
40 395-0 336-0 59-0 17.3% 4-2 1.3% 9% False False 2,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 377-6
2.618 366-3
1.618 359-3
1.000 355-0
0.618 352-3
HIGH 348-0
0.618 345-3
0.500 344-4
0.382 343-5
LOW 341-0
0.618 336-5
1.000 334-0
1.618 329-5
2.618 322-5
4.250 311-2
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 344-4 347-3
PP 343-4 345-3
S1 342-4 343-4

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

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