CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 396-4 402-2 5-6 1.5% 371-0
High 401-4 408-2 6-6 1.7% 398-2
Low 396-4 402-2 5-6 1.5% 356-6
Close 401-2 408-0 6-6 1.7% 396-4
Range 5-0 6-0 1-0 20.0% 41-4
ATR 8-0 7-7 -0-1 -0.8% 0-0
Volume 10,689 11,551 862 8.1% 42,546
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 424-1 422-1 411-2
R3 418-1 416-1 409-5
R2 412-1 412-1 409-1
R1 410-1 410-1 408-4 411-1
PP 406-1 406-1 406-1 406-6
S1 404-1 404-1 407-4 405-1
S2 400-1 400-1 406-7
S3 394-1 398-1 406-3
S4 388-1 392-1 404-6
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 508-3 493-7 419-3
R3 466-7 452-3 407-7
R2 425-3 425-3 404-1
R1 410-7 410-7 400-2 418-1
PP 383-7 383-7 383-7 387-4
S1 369-3 369-3 392-6 376-5
S2 342-3 342-3 388-7
S3 300-7 327-7 385-1
S4 259-3 286-3 373-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 408-2 384-0 24-2 5.9% 7-2 1.8% 99% True False 11,368
10 408-2 356-6 51-4 12.6% 6-2 1.5% 100% True False 8,388
20 408-2 356-6 51-4 12.6% 5-2 1.3% 100% True False 6,814
40 410-0 356-6 53-2 13.1% 4-4 1.1% 96% False False 5,212
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 0-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 433-6
2.618 424-0
1.618 418-0
1.000 414-2
0.618 412-0
HIGH 408-2
0.618 406-0
0.500 405-2
0.382 404-4
LOW 402-2
0.618 398-4
1.000 396-2
1.618 392-4
2.618 386-4
4.250 376-6
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 407-1 406-0
PP 406-1 403-7
S1 405-2 401-7

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

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