CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 388-0 387-4 -0-4 -0.1% 433-0
High 393-0 388-0 -5-0 -1.3% 433-4
Low 388-0 380-4 -7-4 -1.9% 379-2
Close 391-6 382-4 -9-2 -2.4% 382-4
Range 5-0 7-4 2-4 50.0% 54-2
ATR 10-1 10-2 0-1 0.8% 0-0
Volume 45,298 41,417 -3,881 -8.6% 163,269
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 406-1 401-7 386-5
R3 398-5 394-3 384-4
R2 391-1 391-1 383-7
R1 386-7 386-7 383-2 385-2
PP 383-5 383-5 383-5 382-7
S1 379-3 379-3 381-6 377-6
S2 376-1 376-1 381-1
S3 368-5 371-7 380-4
S4 361-1 364-3 378-3
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 561-1 526-1 412-3
R3 506-7 471-7 397-3
R2 452-5 452-5 392-4
R1 417-5 417-5 387-4 408-0
PP 398-3 398-3 398-3 393-5
S1 363-3 363-3 377-4 353-6
S2 344-1 344-1 372-4
S3 289-7 309-1 367-5
S4 235-5 254-7 352-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 433-4 379-2 54-2 14.2% 7-4 2.0% 6% False False 32,653
10 435-0 379-2 55-6 14.6% 7-2 1.9% 6% False False 25,277
20 435-0 379-2 55-6 14.6% 6-6 1.8% 6% False False 18,365
40 435-0 379-2 55-6 14.6% 7-4 2.0% 6% False False 16,870
60 435-0 379-2 55-6 14.6% 8-4 2.2% 6% False False 14,436
80 435-0 342-4 92-4 24.2% 8-3 2.2% 43% False False 12,212
100 435-0 328-4 106-4 27.8% 7-6 2.0% 51% False False 10,480
120 435-0 328-4 106-4 27.8% 7-2 1.9% 51% False False 9,078
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 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 419-7
2.618 407-5
1.618 400-1
1.000 395-4
0.618 392-5
HIGH 388-0
0.618 385-1
0.500 384-2
0.382 383-3
LOW 380-4
0.618 375-7
1.000 373-0
1.618 368-3
2.618 360-7
4.250 348-5
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 384-2 387-1
PP 383-5 385-5
S1 383-1 384-0

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

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