CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 441-0 439-6 -1-2 -0.3% 441-0
High 441-0 441-2 0-2 0.1% 441-0
Low 441-0 439-6 -1-2 -0.3% 436-4
Close 441-0 441-6 0-6 0.2% 437-4
Range 0-0 1-4 1-4 4-4
ATR 5-7 5-4 -0-2 -5.3% 0-0
Volume 3,493 5,493 2,000 57.3% 5,177
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 445-3 445-1 442-5
R3 443-7 443-5 442-1
R2 442-3 442-3 442-0
R1 442-1 442-1 441-7 442-2
PP 440-7 440-7 440-7 441-0
S1 440-5 440-5 441-5 440-6
S2 439-3 439-3 441-4
S3 437-7 439-1 441-3
S4 436-3 437-5 440-7
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 451-7 449-1 440-0
R3 447-3 444-5 438-6
R2 442-7 442-7 438-3
R1 440-1 440-1 437-7 439-2
PP 438-3 438-3 438-3 437-7
S1 435-5 435-5 437-1 434-6
S2 433-7 433-7 436-5
S3 429-3 431-1 436-2
S4 424-7 426-5 435-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 441-2 436-4 4-6 1.1% 1-4 0.4% 111% True False 2,748
10 441-2 423-0 18-2 4.1% 2-6 0.6% 103% True False 1,943
20 441-2 409-4 31-6 7.2% 4-0 0.9% 102% True False 2,150
40 445-0 407-6 37-2 8.4% 5-0 1.1% 91% False False 2,199
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 447-5
2.618 445-1
1.618 443-5
1.000 442-6
0.618 442-1
HIGH 441-2
0.618 440-5
0.500 440-4
0.382 440-3
LOW 439-6
0.618 438-7
1.000 438-2
1.618 437-3
2.618 435-7
4.250 433-3
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 441-3 440-6
PP 440-7 439-7
S1 440-4 438-7

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

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