CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 443-2 455-2 12-0 2.7% 447-4
High 455-4 455-6 0-2 0.1% 455-4
Low 443-2 452-4 9-2 2.1% 443-2
Close 455-2 453-0 -2-2 -0.5% 455-2
Range 12-2 3-2 -9-0 -73.5% 12-2
ATR 9-2 8-6 -0-3 -4.6% 0-0
Volume 5,191 6,532 1,341 25.8% 24,614
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 463-4 461-4 454-6
R3 460-2 458-2 453-7
R2 457-0 457-0 453-5
R1 455-0 455-0 453-2 454-3
PP 453-6 453-6 453-6 453-4
S1 451-6 451-6 452-6 451-1
S2 450-4 450-4 452-3
S3 447-2 448-4 452-1
S4 444-0 445-2 451-2
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
5 455-6 443-2 12-4 2.8% 6-7 1.5% 78% True False 5,273
10 455-6 428-2 27-4 6.1% 6-4 1.4% 90% True False 6,105
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 469-4
2.618 464-2
1.618 461-0
1.000 459-0
0.618 457-6
HIGH 455-6
0.618 454-4
0.500 454-1
0.382 453-6
LOW 452-4
0.618 450-4
1.000 449-2
1.618 447-2
2.618 444-0
4.250 438-6
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 454-1 451-7
PP 453-6 450-5
S1 453-3 449-4

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

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