CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	419-4	428-4	9-0	2.1%	411-4
High	430-0	435-0	5-0	1.2%	430-0
Low	419-4	428-4	9-0	2.1%	409-4
Close	431-2	434-0	2-6	0.6%	431-2
Range	10-4	6-4	-4-0	-38.1%	20-4
ATR	8-0	7-7	-0-1	-1.4%	0-0
Volume	3,039	1,939	-1,100	-36.2%	16,464

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	452-0	449-4	437-5
R3	445-4	443-0	435-6
R2	439-0	439-0	435-2
R1	436-4	436-4	434-5	437-6
PP	432-4	432-4	432-4	433-1
S1	430-0	430-0	433-3	431-2
S2	426-0	426-0	432-6
S3	419-4	423-4	432-2
S4	413-0	417-0	430-3

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	485-1	478-5	442-4
R3	464-5	458-1	436-7
R2	444-1	444-1	435-0
R1	437-5	437-5	433-1	440-7
PP	423-5	423-5	423-5	425-2
S1	417-1	417-1	429-3	420-3
S2	403-1	403-1	427-4
S3	382-5	396-5	425-5
S4	362-1	376-1	420-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	435-0	409-4	25-4	5.9%	7-0	1.6%	96%	True	False	3,189
10	445-0	409-4	35-4	8.2%	5-7	1.3%	69%	False	False	2,600
20	445-0	409-4	35-4	8.2%	6-0	1.4%	69%	False	False	2,470

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	462-5
2.618	452-0
1.618	445-4
1.000	441-4
0.618	439-0
HIGH	435-0
0.618	432-4
0.500	431-6
0.382	431-0
LOW	428-4
0.618	424-4
1.000	422-0
1.618	418-0
2.618	411-4
4.250	400-7

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	433-2	430-1
PP	432-4	426-1
S1	431-6	422-2

Download as Excel Spreadsheet

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

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