CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 454-0 443-2 -10-6 -2.4% 447-4
High 455-0 455-4 0-4 0.1% 455-4
Low 446-4 443-2 -3-2 -0.7% 443-2
Close 447-4 455-2 7-6 1.7% 455-2
Range 8-4 12-2 3-6 44.1% 12-2
ATR 9-0 9-2 0-2 2.6% 0-0
Volume 5,472 5,191 -281 -5.1% 24,614
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 488-1 483-7 462-0
R3 475-7 471-5 458-5
R2 463-5 463-5 457-4
R1 459-3 459-3 456-3 461-4
PP 451-3 451-3 451-3 452-3
S1 447-1 447-1 454-1 449-2
S2 439-1 439-1 453-0
S3 426-7 434-7 451-7
S4 414-5 422-5 448-4
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 488-1 483-7 462-0
R3 475-7 471-5 458-5
R2 463-5 463-5 457-4
R1 459-3 459-3 456-3 461-4
PP 451-3 451-3 451-3 452-3
S1 447-1 447-1 454-1 449-2
S2 439-1 439-1 453-0
S3 426-7 434-7 451-7
S4 414-5 422-5 448-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 455-4 443-2 12-2 2.7% 8-0 1.7% 98% True True 4,922
10 455-4 428-2 27-2 6.0% 6-6 1.5% 99% True False 6,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 507-4
2.618 487-5
1.618 475-3
1.000 467-6
0.618 463-1
HIGH 455-4
0.618 450-7
0.500 449-3
0.382 447-7
LOW 443-2
0.618 435-5
1.000 431-0
1.618 423-3
2.618 411-1
4.250 391-2
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 453-2 453-2
PP 451-3 451-3
S1 449-3 449-3

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

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