CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 358-4 351-4 -7-0 -2.0% 349-0
High 358-4 356-4 -2-0 -0.6% 364-4
Low 347-6 349-4 1-6 0.5% 345-4
Close 347-6 355-4 7-6 2.2% 364-0
Range 10-6 7-0 -3-6 -34.9% 19-0
ATR 7-7 7-7 0-1 0.8% 0-0
Volume 109,384 107,934 -1,450 -1.3% 773,882
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 374-7 372-1 359-3
R3 367-7 365-1 357-3
R2 360-7 360-7 356-6
R1 358-1 358-1 356-1 359-4
PP 353-7 353-7 353-7 354-4
S1 351-1 351-1 354-7 352-4
S2 346-7 346-7 354-2
S3 339-7 344-1 353-5
S4 332-7 337-1 351-5
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 415-0 408-4 374-4
R3 396-0 389-4 369-2
R2 377-0 377-0 367-4
R1 370-4 370-4 365-6 373-6
PP 358-0 358-0 358-0 359-5
S1 351-4 351-4 362-2 354-6
S2 339-0 339-0 360-4
S3 320-0 332-4 358-6
S4 301-0 313-4 353-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 364-4 347-6 16-6 4.7% 7-7 2.2% 46% False False 148,076
10 364-4 344-0 20-4 5.8% 8-1 2.3% 56% False False 141,413
20 370-6 343-4 27-2 7.7% 6-7 1.9% 44% False False 113,460
40 391-0 343-4 47-4 13.4% 6-3 1.8% 25% False False 106,263
60 391-0 343-4 47-4 13.4% 6-2 1.8% 25% False False 89,387
80 435-0 343-4 91-4 25.7% 6-2 1.8% 13% False False 72,179
100 435-0 343-4 91-4 25.7% 6-6 1.9% 13% False False 61,051
120 435-0 343-4 91-4 25.7% 7-1 2.0% 13% False False 52,530
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 386-2
2.618 374-7
1.618 367-7
1.000 363-4
0.618 360-7
HIGH 356-4
0.618 353-7
0.500 353-0
0.382 352-1
LOW 349-4
0.618 345-1
1.000 342-4
1.618 338-1
2.618 331-1
4.250 319-6
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 354-5 356-1
PP 353-7 355-7
S1 353-0 355-6

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

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