CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 342-0 342-4 0-4 0.1% 339-6
High 348-0 358-0 10-0 2.9% 370-2
Low 340-0 342-4 2-4 0.7% 338-4
Close 348-2 352-4 4-2 1.2% 340-4
Range 8-0 15-4 7-4 93.8% 31-6
ATR 9-1 9-5 0-4 5.0% 0-0
Volume 4,265 3,008 -1,257 -29.5% 18,440
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 397-4 390-4 361-0
R3 382-0 375-0 356-6
R2 366-4 366-4 355-3
R1 359-4 359-4 353-7 363-0
PP 351-0 351-0 351-0 352-6
S1 344-0 344-0 351-1 347-4
S2 335-4 335-4 349-5
S3 320-0 328-4 348-2
S4 304-4 313-0 344-0
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
5 358-0 333-4 24-4 7.0% 8-6 2.5% 78% True False 3,091
10 370-2 332-0 38-2 10.9% 8-2 2.3% 54% False False 3,709
20 370-2 328-4 41-6 11.8% 5-6 1.6% 57% False False 3,605
40 395-0 328-4 66-4 18.9% 5-3 1.5% 36% False False 2,873
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 0-6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 423-7
2.618 398-5
1.618 383-1
1.000 373-4
0.618 367-5
HIGH 358-0
0.618 352-1
0.500 350-2
0.382 348-3
LOW 342-4
0.618 332-7
1.000 327-0
1.618 317-3
2.618 301-7
4.250 276-5
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 351-6 350-2
PP 351-0 348-0
S1 350-2 345-6

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

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