CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 333-4 342-0 8-4 2.5% 339-6
High 338-0 348-0 10-0 3.0% 370-2
Low 333-4 340-0 6-4 1.9% 338-4
Close 338-4 348-2 9-6 2.9% 340-4
Range 4-4 8-0 3-4 77.8% 31-6
ATR 9-1 9-1 0-0 0.3% 0-0
Volume 3,594 4,265 671 18.7% 18,440
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 369-3 366-7 352-5
R3 361-3 358-7 350-4
R2 353-3 353-3 349-6
R1 350-7 350-7 349-0 352-1
PP 345-3 345-3 345-3 346-0
S1 342-7 342-7 347-4 344-1
S2 337-3 337-3 346-6
S3 329-3 334-7 346-0
S4 321-3 326-7 343-7
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 445-0 424-4 358-0
R3 413-2 392-6 349-2
R2 381-4 381-4 346-3
R1 361-0 361-0 343-3 371-2
PP 349-6 349-6 349-6 354-7
S1 329-2 329-2 337-5 339-4
S2 318-0 318-0 334-5
S3 286-2 297-4 331-6
S4 254-4 265-6 323-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 364-0 333-4 30-4 8.8% 9-0 2.6% 48% False False 4,188
10 370-2 328-4 41-6 12.0% 7-1 2.1% 47% False False 4,003
20 370-2 328-4 41-6 12.0% 5-4 1.6% 47% False False 3,552
40 395-0 328-4 66-4 19.1% 5-1 1.5% 30% False False 2,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 382-0
2.618 369-0
1.618 361-0
1.000 356-0
0.618 353-0
HIGH 348-0
0.618 345-0
0.500 344-0
0.382 343-0
LOW 340-0
0.618 335-0
1.000 332-0
1.618 327-0
2.618 319-0
4.250 306-0
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 346-7 345-7
PP 345-3 343-3
S1 344-0 341-0

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

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