CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 431-4 439-0 7-4 1.7% 440-4
High 436-4 448-0 11-4 2.6% 449-4
Low 431-4 439-0 7-4 1.7% 435-4
Close 433-6 445-4 11-6 2.7% 448-6
Range 5-0 9-0 4-0 80.0% 14-0
ATR 9-6 10-1 0-3 3.2% 0-0
Volume 28,524 39,007 10,483 36.8% 128,659
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 471-1 467-3 450-4
R3 462-1 458-3 448-0
R2 453-1 453-1 447-1
R1 449-3 449-3 446-3 451-2
PP 444-1 444-1 444-1 445-1
S1 440-3 440-3 444-5 442-2
S2 435-1 435-1 443-7
S3 426-1 431-3 443-0
S4 417-1 422-3 440-4
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 486-5 481-5 456-4
R3 472-5 467-5 452-5
R2 458-5 458-5 451-3
R1 453-5 453-5 450-0 456-1
PP 444-5 444-5 444-5 445-6
S1 439-5 439-5 447-4 442-1
S2 430-5 430-5 446-1
S3 416-5 425-5 444-7
S4 402-5 411-5 441-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450-0 429-4 20-4 4.6% 8-0 1.8% 78% False False 29,414
10 450-0 429-4 20-4 4.6% 8-1 1.8% 78% False False 28,493
20 450-0 409-4 40-4 9.1% 9-3 2.1% 89% False False 26,729
40 450-0 384-0 66-0 14.8% 8-0 1.8% 93% False False 20,019
60 450-0 356-6 93-2 20.9% 6-5 1.5% 95% False False 15,020
80 450-0 356-6 93-2 20.9% 6-1 1.4% 95% False False 12,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 486-2
2.618 471-4
1.618 462-4
1.000 457-0
0.618 453-4
HIGH 448-0
0.618 444-4
0.500 443-4
0.382 442-4
LOW 439-0
0.618 433-4
1.000 430-0
1.618 424-4
2.618 415-4
4.250 400-6
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 444-7 443-2
PP 444-1 441-0
S1 443-4 438-6

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

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