CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	427-6	434-0	6-2	1.5%	428-4
High	431-4	434-2	2-6	0.6%	437-4
Low	427-6	431-2	3-4	0.8%	421-4
Close	431-0	434-0	3-0	0.7%	424-0
Range	3-6	3-0	-0-6	-20.0%	16-0
ATR	7-1	6-7	-0-2	-3.9%	0-0
Volume	778	759	-19	-2.4%	7,113

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	442-1	441-1	435-5
R3	439-1	438-1	434-7
R2	436-1	436-1	434-4
R1	435-1	435-1	434-2	435-4
PP	433-1	433-1	433-1	433-3
S1	432-1	432-1	433-6	432-4
S2	430-1	430-1	433-4
S3	427-1	429-1	433-1
S4	424-1	426-1	432-3

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	475-5	465-7	432-6
R3	459-5	449-7	428-3
R2	443-5	443-5	426-7
R1	433-7	433-7	425-4	430-6
PP	427-5	427-5	427-5	426-1
S1	417-7	417-7	422-4	414-6
S2	411-5	411-5	421-1
S3	395-5	401-7	419-5
S4	379-5	385-7	415-2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	434-2	423-0	11-2	2.6%	3-2	0.8%	98%	True	False	1,268
10	437-4	419-4	18-0	4.1%	5-0	1.2%	81%	False	False	1,542
20	445-0	409-4	35-4	8.2%	5-6	1.3%	69%	False	False	1,958
40	445-0	401-4	43-4	10.0%	6-0	1.4%	75%	False	False	2,048

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0-2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	447-0
2.618	442-1
1.618	439-1
1.000	437-2
0.618	436-1
HIGH	434-2
0.618	433-1
0.500	432-6
0.382	432-3
LOW	431-2
0.618	429-3
1.000	428-2
1.618	426-3
2.618	423-3
4.250	418-4

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	433-5	432-2
PP	433-1	430-3
S1	432-6	428-5

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