CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 377-0 377-2 0-2 0.1% 391-0
High 377-0 379-0 2-0 0.5% 393-4
Low 375-2 375-6 0-4 0.1% 374-4
Close 376-2 377-2 1-0 0.3% 376-2
Range 1-6 3-2 1-4 85.7% 19-0
ATR 5-2 5-0 -0-1 -2.7% 0-0
Volume 10,152 5,347 -4,805 -47.3% 35,287
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 387-1 385-3 379-0
R3 383-7 382-1 378-1
R2 380-5 380-5 377-7
R1 378-7 378-7 377-4 378-7
PP 377-3 377-3 377-3 377-2
S1 375-5 375-5 377-0 375-5
S2 374-1 374-1 376-5
S3 370-7 372-3 376-3
S4 367-5 369-1 375-4
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 438-3 426-3 386-6
R3 419-3 407-3 381-4
R2 400-3 400-3 379-6
R1 388-3 388-3 378-0 384-7
PP 381-3 381-3 381-3 379-6
S1 369-3 369-3 374-4 365-7
S2 362-3 362-3 372-6
S3 343-3 350-3 371-0
S4 324-3 331-3 365-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 390-0 374-4 15-4 4.1% 3-5 1.0% 18% False False 6,899
10 395-4 374-4 21-0 5.6% 3-1 0.8% 13% False False 8,542
20 406-0 374-4 31-4 8.3% 3-3 0.9% 9% False False 9,915
40 406-4 374-4 32-0 8.5% 3-1 0.8% 9% False False 7,407
60 445-0 374-4 70-4 18.7% 3-2 0.9% 4% False False 6,350
80 445-0 374-4 70-4 18.7% 3-5 0.9% 4% False False 5,226
100 445-0 374-4 70-4 18.7% 4-2 1.1% 4% False False 4,624
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 392-6
2.618 387-4
1.618 384-2
1.000 382-2
0.618 381-0
HIGH 379-0
0.618 377-6
0.500 377-3
0.382 377-0
LOW 375-6
0.618 373-6
1.000 372-4
1.618 370-4
2.618 367-2
4.250 362-0
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 377-3 377-1
PP 377-3 376-7
S1 377-2 376-6

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

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