CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 437-2 439-0 1-6 0.4% 425-0
High 437-6 439-0 1-2 0.3% 434-2
Low 436-6 436-4 -0-2 -0.1% 423-0
Close 437-2 437-4 0-2 0.1% 434-0
Range 1-0 2-4 1-4 150.0% 11-2
ATR 6-3 6-0 -0-2 -4.3% 0-0
Volume 1,783 1,731 -52 -2.9% 5,272
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 445-1 443-7 438-7
R3 442-5 441-3 438-2
R2 440-1 440-1 438-0
R1 438-7 438-7 437-6 438-2
PP 437-5 437-5 437-5 437-3
S1 436-3 436-3 437-2 435-6
S2 435-1 435-1 437-0
S3 432-5 433-7 436-6
S4 430-1 431-3 436-1
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
5 441-0 431-2 9-6 2.2% 2-4 0.6% 64% False False 1,187
10 441-0 421-4 19-4 4.5% 3-3 0.8% 82% False False 1,268
20 441-0 409-4 31-4 7.2% 4-4 1.0% 89% False False 1,823
40 445-0 407-6 37-2 8.5% 5-4 1.3% 80% 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 True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 449-5
2.618 445-4
1.618 443-0
1.000 441-4
0.618 440-4
HIGH 439-0
0.618 438-0
0.500 437-6
0.382 437-4
LOW 436-4
0.618 435-0
1.000 434-0
1.618 432-4
2.618 430-0
4.250 425-7
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 437-6 438-2
PP 437-5 438-0
S1 437-5 437-6

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

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