CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 430-0 433-0 3-0 0.7% 432-4
High 433-6 433-4 -0-2 -0.1% 435-0
Low 425-4 428-0 2-4 0.6% 424-0
Close 433-2 433-0 -0-2 -0.1% 433-2
Range 8-2 5-4 -2-6 -33.3% 11-0
ATR 8-0 7-6 -0-1 -2.2% 0-0
Volume 30,454 23,891 -6,563 -21.6% 89,509
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 448-0 446-0 436-0
R3 442-4 440-4 434-4
R2 437-0 437-0 434-0
R1 435-0 435-0 433-4 435-6
PP 431-4 431-4 431-4 431-7
S1 429-4 429-4 432-4 430-2
S2 426-0 426-0 432-0
S3 420-4 424-0 431-4
S4 415-0 418-4 430-0
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 463-6 459-4 439-2
R3 452-6 448-4 436-2
R2 441-6 441-6 435-2
R1 437-4 437-4 434-2 439-5
PP 430-6 430-6 430-6 431-6
S1 426-4 426-4 432-2 428-5
S2 419-6 419-6 431-2
S3 408-6 415-4 430-2
S4 397-6 404-4 427-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 434-0 425-4 8-4 2.0% 6-0 1.4% 88% False False 20,351
10 435-0 416-4 18-4 4.3% 6-1 1.4% 89% False False 15,895
20 435-0 402-4 32-4 7.5% 6-7 1.6% 94% False False 15,170
40 435-0 391-6 43-2 10.0% 7-4 1.7% 95% False False 14,453
60 435-0 386-4 48-4 11.2% 8-4 1.9% 96% False False 12,389
80 435-0 333-4 101-4 23.4% 8-3 1.9% 98% False False 10,625
100 435-0 328-4 106-4 24.6% 7-6 1.8% 98% False False 9,167
120 435-0 328-4 106-4 24.6% 7-1 1.7% 98% False False 8,005
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 456-7
2.618 447-7
1.618 442-3
1.000 439-0
0.618 436-7
HIGH 433-4
0.618 431-3
0.500 430-6
0.382 430-1
LOW 428-0
0.618 424-5
1.000 422-4
1.618 419-1
2.618 413-5
4.250 404-5
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 432-2 431-7
PP 431-4 430-7
S1 430-6 429-6

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

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