CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	365-6	363-4	-2-2	-0.6%	329-6
High	370-2	364-0	-6-2	-1.7%	339-4
Low	365-6	347-2	-18-4	-5.1%	328-4
Close	369-0	358-6	-10-2	-2.8%	342-4
Range	4-4	16-6	12-2	272.2%	11-0
ATR	7-7	8-7	1-0	12.6%	0-0
Volume	2,125	8,495	6,370	299.8%	17,656

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	406-7	399-5	368-0
R3	390-1	382-7	363-3
R2	373-3	373-3	361-7
R1	366-1	366-1	360-2	361-3
PP	356-5	356-5	356-5	354-2
S1	349-3	349-3	357-2	344-5
S2	339-7	339-7	355-5
S3	323-1	332-5	354-1
S4	306-3	315-7	349-4

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	370-2	332-0	38-2	10.7%	7-6	2.2%	70%	False	False	4,327
10	370-2	328-4	41-6	11.6%	5-3	1.5%	72%	False	False	4,066
20	370-2	328-4	41-6	11.6%	5-2	1.5%	72%	False	False	3,335
40	395-0	328-4	66-4	18.5%	4-6	1.3%	45%	False	False	2,765

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-3
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	435-2
2.618	407-7
1.618	391-1
1.000	380-6
0.618	374-3
HIGH	364-0
0.618	357-5
0.500	355-5
0.382	353-5
LOW	347-2
0.618	336-7
1.000	330-4
1.618	320-1
2.618	303-3
4.250	276-0

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	357-6	357-2
PP	356-5	355-7
S1	355-5	354-3

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