CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 389-0 385-0 -4-0 -1.0% 383-4
High 391-0 385-4 -5-4 -1.4% 385-0
Low 381-4 379-6 -1-6 -0.5% 372-4
Close 384-2 379-6 -4-4 -1.2% 378-4
Range 9-4 5-6 -3-6 -39.5% 12-4
ATR 7-3 7-2 -0-1 -1.6% 0-0
Volume 23,965 35,332 11,367 47.4% 131,106
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 398-7 395-1 382-7
R3 393-1 389-3 381-3
R2 387-3 387-3 380-6
R1 383-5 383-5 380-2 382-5
PP 381-5 381-5 381-5 381-2
S1 377-7 377-7 379-2 376-7
S2 375-7 375-7 378-6
S3 370-1 372-1 378-1
S4 364-3 366-3 376-5
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 416-1 409-7 385-3
R3 403-5 397-3 382-0
R2 391-1 391-1 380-6
R1 384-7 384-7 379-5 381-6
PP 378-5 378-5 378-5 377-1
S1 372-3 372-3 377-3 369-2
S2 366-1 366-1 376-2
S3 353-5 359-7 375-0
S4 341-1 347-3 371-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391-0 375-2 15-6 4.1% 6-6 1.8% 29% False False 31,087
10 391-0 372-4 18-4 4.9% 7-0 1.8% 39% False False 27,610
20 391-0 359-6 31-2 8.2% 6-5 1.7% 64% False False 28,637
40 395-4 359-6 35-6 9.4% 5-3 1.4% 56% False False 22,095
60 406-4 359-6 46-6 12.3% 4-4 1.2% 43% False False 17,512
80 406-4 359-6 46-6 12.3% 4-1 1.1% 43% False False 14,292
100 445-0 359-6 85-2 22.4% 4-0 1.1% 23% False False 12,074
120 445-0 359-6 85-2 22.4% 4-3 1.2% 23% False False 10,454
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 1-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 410-0
2.618 400-4
1.618 394-6
1.000 391-2
0.618 389-0
HIGH 385-4
0.618 383-2
0.500 382-5
0.382 382-0
LOW 379-6
0.618 376-2
1.000 374-0
1.618 370-4
2.618 364-6
4.250 355-2
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 382-5 384-2
PP 381-5 382-6
S1 380-6 381-2

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

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