CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 395-4 392-0 -3-4 -0.9% 444-6
High 400-4 396-4 -4-0 -1.0% 444-6
Low 395-4 392-0 -3-4 -0.9% 398-0
Close 397-0 395-6 -1-2 -0.3% 399-0
Range 5-0 4-4 -0-4 -10.0% 46-6
ATR 7-5 7-4 -0-2 -2.5% 0-0
Volume 5,492 4,610 -882 -16.1% 26,240
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 408-2 406-4 398-2
R3 403-6 402-0 397-0
R2 399-2 399-2 396-5
R1 397-4 397-4 396-1 398-3
PP 394-6 394-6 394-6 395-2
S1 393-0 393-0 395-3 393-7
S2 390-2 390-2 394-7
S3 385-6 388-4 394-4
S4 381-2 384-0 393-2
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 554-1 523-3 424-6
R3 507-3 476-5 411-7
R2 460-5 460-5 407-5
R1 429-7 429-7 403-2 421-7
PP 413-7 413-7 413-7 410-0
S1 383-1 383-1 394-6 375-1
S2 367-1 367-1 390-3
S3 320-3 336-3 386-1
S4 273-5 289-5 373-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 412-2 392-0 20-2 5.1% 6-5 1.7% 19% False True 5,783
10 445-0 392-0 53-0 13.4% 5-2 1.3% 7% False True 4,815
20 445-0 392-0 53-0 13.4% 4-0 1.0% 7% False True 3,379
40 445-0 392-0 53-0 13.4% 4-7 1.2% 7% False True 2,791
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 415-5
2.618 408-2
1.618 403-6
1.000 401-0
0.618 399-2
HIGH 396-4
0.618 394-6
0.500 394-2
0.382 393-6
LOW 392-0
0.618 389-2
1.000 387-4
1.618 384-6
2.618 380-2
4.250 372-7
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 395-2 397-6
PP 394-6 397-1
S1 394-2 396-3

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

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