CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 377-0 368-4 -8-4 -2.3% 386-4
High 377-4 369-0 -8-4 -2.3% 386-4
Low 370-0 362-0 -8-0 -2.2% 370-0
Close 371-2 364-0 -7-2 -2.0% 371-2
Range 7-4 7-0 -0-4 -6.7% 16-4
ATR 9-2 9-2 0-0 0.0% 0-0
Volume 68,229 58,696 -9,533 -14.0% 322,843
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 386-0 382-0 367-7
R3 379-0 375-0 365-7
R2 372-0 372-0 365-2
R1 368-0 368-0 364-5 366-4
PP 365-0 365-0 365-0 364-2
S1 361-0 361-0 363-3 359-4
S2 358-0 358-0 362-6
S3 351-0 354-0 362-1
S4 344-0 347-0 360-1
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 425-3 414-7 380-3
R3 408-7 398-3 375-6
R2 392-3 392-3 374-2
R1 381-7 381-7 372-6 378-7
PP 375-7 375-7 375-7 374-4
S1 365-3 365-3 369-6 362-3
S2 359-3 359-3 368-2
S3 342-7 348-7 366-6
S4 326-3 332-3 362-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 386-4 362-0 24-4 6.7% 7-0 1.9% 8% False True 62,361
10 396-4 362-0 34-4 9.5% 7-6 2.1% 6% False True 67,004
20 396-4 333-0 63-4 17.4% 7-5 2.1% 49% False False 80,579
40 396-4 333-0 63-4 17.4% 6-7 1.9% 49% False False 69,384
60 396-4 333-0 63-4 17.4% 6-5 1.8% 49% False False 54,484
80 396-4 333-0 63-4 17.4% 6-2 1.7% 49% False False 47,251
100 405-0 333-0 72-0 19.8% 5-6 1.6% 43% False False 39,910
120 406-4 333-0 73-4 20.2% 5-2 1.4% 42% False False 34,155
Crabel Price Patterns
NR True
NR4 False
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 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 398-6
2.618 387-3
1.618 380-3
1.000 376-0
0.618 373-3
HIGH 369-0
0.618 366-3
0.500 365-4
0.382 364-5
LOW 362-0
0.618 357-5
1.000 355-0
1.618 350-5
2.618 343-5
4.250 332-2
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 365-4 374-2
PP 365-0 370-7
S1 364-4 367-3

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

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