CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	338-6	339-6	1-0	0.3%	329-6
High	339-4	342-2	2-6	0.8%	339-4
Low	333-0	338-4	5-4	1.7%	328-4
Close	342-4	340-4	-2-0	-0.6%	342-4
Range	6-4	3-6	-2-6	-42.3%	11-0
ATR	6-3	6-2	-0-1	-2.7%	0-0
Volume	5,141	3,232	-1,909	-37.1%	17,656

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	351-5	349-7	342-4
R3	347-7	346-1	341-4
R2	344-1	344-1	341-2
R1	342-3	342-3	340-7	343-2
PP	340-3	340-3	340-3	340-7
S1	338-5	338-5	340-1	339-4
S2	336-5	336-5	339-6
S3	332-7	334-7	339-4
S4	329-1	331-1	338-4

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	369-7	367-1	348-4
R3	358-7	356-1	345-4
R2	347-7	347-7	344-4
R1	345-1	345-1	343-4	346-4
PP	336-7	336-7	336-7	337-4
S1	334-1	334-1	341-4	335-4
S2	325-7	325-7	340-4
S3	314-7	323-1	339-4
S4	303-7	312-1	336-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	342-2	328-4	13-6	4.0%	4-6	1.4%	87%	True	False	4,177
10	351-2	328-4	22-6	6.7%	3-7	1.2%	53%	False	False	3,959
20	358-2	328-4	29-6	8.7%	4-6	1.4%	40%	False	False	3,043
40	395-0	328-4	66-4	19.5%	4-3	1.3%	18%	False	False	2,578

Crabel Price Patterns
NR	True
NR4	True
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	False
Bear Hook	False
Bull Hook	True
Stretch	0-2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	358-2
2.618	352-1
1.618	348-3
1.000	346-0
0.618	344-5
HIGH	342-2
0.618	340-7
0.500	340-3
0.382	339-7
LOW	338-4
0.618	336-1
1.000	334-6
1.618	332-3
2.618	328-5
4.250	322-4

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	340-4	339-3
PP	340-3	338-2
S1	340-3	337-1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols