CME Pit-Traded Corn Future December 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	392-4	395-4	3-0	0.8%	404-0
High	395-0	396-0	1-0	0.3%	405-0
Low	391-6	392-2	0-4	0.1%	391-6
Close	395-2	393-6	-1-4	-0.4%	393-6
Range	3-2	3-6	0-4	15.4%	13-2
ATR	6-3	6-2	-0-2	-3.0%	0-0
Volume	42,697	32,850	-9,847	-23.1%	159,439

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	405-2	403-2	395-6
R3	401-4	399-4	394-6
R2	397-6	397-6	394-4
R1	395-6	395-6	394-1	394-7
PP	394-0	394-0	394-0	393-4
S1	392-0	392-0	393-3	391-1
S2	390-2	390-2	393-0
S3	386-4	388-2	392-6
S4	382-6	384-4	391-6

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	436-5	428-3	401-0
R3	423-3	415-1	397-3
R2	410-1	410-1	396-1
R1	401-7	401-7	395-0	399-3
PP	396-7	396-7	396-7	395-4
S1	388-5	388-5	392-4	386-1
S2	383-5	383-5	391-3
S3	370-3	375-3	390-1
S4	357-1	362-1	386-4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	405-0	391-6	13-2	3.4%	4-1	1.1%	15%	False	False	31,887
10	414-2	391-6	22-4	5.7%	4-5	1.2%	9%	False	False	27,779
20	414-4	391-6	22-6	5.8%	4-5	1.2%	9%	False	False	25,032

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	412-0
2.618	405-7
1.618	402-1
1.000	399-6
0.618	398-3
HIGH	396-0
0.618	394-5
0.500	394-1
0.382	393-5
LOW	392-2
0.618	389-7
1.000	388-4
1.618	386-1
2.618	382-3
4.250	376-2

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	394-1	395-1
PP	394-0	394-5
S1	393-7	394-2

Download as Excel Spreadsheet

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

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