CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 382-6 386-2 3-4 0.9% 396-6
High 385-0 386-2 1-2 0.3% 397-0
Low 382-6 383-2 0-4 0.1% 382-6
Close 385-4 384-2 -1-2 -0.3% 384-2
Range 2-2 3-0 0-6 33.3% 14-2
ATR 5-5 5-4 -0-2 -3.3% 0-0
Volume 15,125 10,680 -4,445 -29.4% 68,881
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 393-5 391-7 385-7
R3 390-5 388-7 385-1
R2 387-5 387-5 384-6
R1 385-7 385-7 384-4 385-2
PP 384-5 384-5 384-5 384-2
S1 382-7 382-7 384-0 382-2
S2 381-5 381-5 383-6
S3 378-5 379-7 383-3
S4 375-5 376-7 382-5
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 430-6 421-6 392-1
R3 416-4 407-4 388-1
R2 402-2 402-2 386-7
R1 393-2 393-2 385-4 390-5
PP 388-0 388-0 388-0 386-6
S1 379-0 379-0 383-0 376-3
S2 373-6 373-6 381-5
S3 359-4 364-6 380-3
S4 345-2 350-4 376-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 397-0 382-6 14-2 3.7% 3-0 0.8% 11% False False 13,776
10 406-0 382-6 23-2 6.1% 3-4 0.9% 6% False False 10,995
20 406-4 382-6 23-6 6.2% 2-6 0.7% 6% False False 7,592
40 409-6 378-0 31-6 8.3% 3-1 0.8% 20% False False 6,352
60 445-0 378-0 67-0 17.4% 3-3 0.9% 9% False False 5,053
80 445-0 378-0 67-0 17.4% 4-0 1.1% 9% False False 4,407
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 399-0
2.618 394-1
1.618 391-1
1.000 389-2
0.618 388-1
HIGH 386-2
0.618 385-1
0.500 384-6
0.382 384-3
LOW 383-2
0.618 381-3
1.000 380-2
1.618 378-3
2.618 375-3
4.250 370-4
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 384-6 385-6
PP 384-5 385-2
S1 384-3 384-6

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

View Archives - Comment on this page... - Back to Index of Symbols