CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 446-0 454-0 8-0 1.8% 439-6
High 453-0 455-0 2-0 0.4% 448-4
Low 446-0 446-4 0-4 0.1% 428-2
Close 452-6 447-4 -5-2 -1.2% 447-2
Range 7-0 8-4 1-4 21.4% 20-2
ATR 9-0 9-0 0-0 -0.4% 0-0
Volume 4,470 5,472 1,002 22.4% 37,836
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 475-1 469-7 452-1
R3 466-5 461-3 449-7
R2 458-1 458-1 449-0
R1 452-7 452-7 448-2 451-2
PP 449-5 449-5 449-5 448-7
S1 444-3 444-3 446-6 442-6
S2 441-1 441-1 446-0
S3 432-5 435-7 445-1
S4 424-1 427-3 442-7
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 502-1 494-7 458-3
R3 481-7 474-5 452-7
R2 461-5 461-5 451-0
R1 454-3 454-3 449-1 458-0
PP 441-3 441-3 441-3 443-1
S1 434-1 434-1 445-3 437-6
S2 421-1 421-1 443-4
S3 400-7 413-7 441-5
S4 380-5 393-5 436-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 455-0 444-0 11-0 2.5% 6-0 1.3% 32% True False 5,275
10 455-0 428-2 26-6 6.0% 6-4 1.5% 72% True False 6,349
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 0-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 491-1
2.618 477-2
1.618 468-6
1.000 463-4
0.618 460-2
HIGH 455-0
0.618 451-6
0.500 450-6
0.382 449-6
LOW 446-4
0.618 441-2
1.000 438-0
1.618 432-6
2.618 424-2
4.250 410-3
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 450-6 450-4
PP 449-5 449-4
S1 448-5 448-4

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

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