CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 385-0 388-0 3-0 0.8% 432-4
High 395-0 393-0 -2-0 -0.5% 435-0
Low 379-2 388-0 8-6 2.3% 424-0
Close 395-0 391-6 -3-2 -0.8% 433-2
Range 15-6 5-0 -10-6 -68.3% 11-0
ATR 10-3 10-1 -0-2 -2.3% 0-0
Volume 26,626 45,298 18,672 70.1% 89,509
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 405-7 403-7 394-4
R3 400-7 398-7 393-1
R2 395-7 395-7 392-5
R1 393-7 393-7 392-2 394-7
PP 390-7 390-7 390-7 391-4
S1 388-7 388-7 391-2 389-7
S2 385-7 385-7 390-7
S3 380-7 383-7 390-3
S4 375-7 378-7 389-0
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
5 433-6 379-2 54-4 13.9% 7-6 2.0% 23% False False 30,461
10 435-0 379-2 55-6 14.2% 6-7 1.7% 22% False False 22,544
20 435-0 379-2 55-6 14.2% 6-7 1.7% 22% False False 17,141
40 435-0 379-2 55-6 14.2% 7-4 1.9% 22% False False 15,976
60 435-0 379-2 55-6 14.2% 8-4 2.2% 22% False False 13,805
80 435-0 340-0 95-0 24.3% 8-3 2.1% 54% False False 11,747
100 435-0 328-4 106-4 27.2% 7-6 2.0% 59% False False 10,102
120 435-0 328-4 106-4 27.2% 7-2 1.8% 59% False False 8,758
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 414-2
2.618 406-1
1.618 401-1
1.000 398-0
0.618 396-1
HIGH 393-0
0.618 391-1
0.500 390-4
0.382 389-7
LOW 388-0
0.618 384-7
1.000 383-0
1.618 379-7
2.618 374-7
4.250 366-6
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 391-3 393-1
PP 390-7 392-5
S1 390-4 392-2

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

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