CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 434-0 441-0 7-0 1.6% 425-0
High 434-2 441-0 6-6 1.6% 434-2
Low 431-2 437-6 6-4 1.5% 423-0
Close 434-0 440-0 6-0 1.4% 434-0
Range 3-0 3-2 0-2 8.3% 11-2
ATR 6-7 6-7 0-0 0.1% 0-0
Volume 759 422 -337 -44.4% 5,272
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 449-3 447-7 441-6
R3 446-1 444-5 440-7
R2 442-7 442-7 440-5
R1 441-3 441-3 440-2 440-4
PP 439-5 439-5 439-5 439-1
S1 438-1 438-1 439-6 437-2
S2 436-3 436-3 439-3
S3 433-1 434-7 439-1
S4 429-7 431-5 438-2
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 464-1 460-3 440-2
R3 452-7 449-1 437-1
R2 441-5 441-5 436-0
R1 437-7 437-7 435-0 439-6
PP 430-3 430-3 430-3 431-3
S1 426-5 426-5 433-0 428-4
S2 419-1 419-1 432-0
S3 407-7 415-3 430-7
S4 396-5 404-1 427-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 441-0 423-0 18-0 4.1% 4-0 0.9% 94% True False 1,138
10 441-0 421-4 19-4 4.4% 4-3 1.0% 95% True False 1,280
20 445-0 409-4 35-4 8.1% 5-2 1.2% 86% False False 1,888
40 445-0 401-4 43-4 9.9% 6-1 1.4% 89% False False 2,038
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 0-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 454-6
2.618 449-4
1.618 446-2
1.000 444-2
0.618 443-0
HIGH 441-0
0.618 439-6
0.500 439-3
0.382 439-0
LOW 437-6
0.618 435-6
1.000 434-4
1.618 432-4
2.618 429-2
4.250 424-0
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 439-6 438-1
PP 439-5 436-2
S1 439-3 434-3

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

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