CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 438-6 437-2 -1-4 -0.3% 425-0
High 440-0 437-6 -2-2 -0.5% 434-2
Low 437-2 436-6 -0-4 -0.1% 423-0
Close 439-6 437-2 -2-4 -0.6% 434-0
Range 2-6 1-0 -1-6 -63.6% 11-2
ATR 6-5 6-3 -0-2 -3.9% 0-0
Volume 1,241 1,783 542 43.7% 5,272
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 440-2 439-6 437-6
R3 439-2 438-6 437-4
R2 438-2 438-2 437-3
R1 437-6 437-6 437-3 437-6
PP 437-2 437-2 437-2 437-2
S1 436-6 436-6 437-1 436-6
S2 436-2 436-2 437-1
S3 435-2 435-6 437-0
S4 434-2 434-6 436-6
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
5 441-0 427-6 13-2 3.0% 2-6 0.6% 72% False False 996
10 441-0 421-4 19-4 4.5% 3-6 0.9% 81% False False 1,243
20 441-0 409-4 31-4 7.2% 4-4 1.0% 88% False False 1,852
40 445-0 407-6 37-2 8.5% 5-6 1.3% 79% False False 2,035
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 442-0
2.618 440-3
1.618 439-3
1.000 438-6
0.618 438-3
HIGH 437-6
0.618 437-3
0.500 437-2
0.382 437-1
LOW 436-6
0.618 436-1
1.000 435-6
1.618 435-1
2.618 434-1
4.250 432-4
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 437-2 438-7
PP 437-2 438-3
S1 437-2 437-6

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

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