CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 456-4 461-4 5-0 1.1% 455-2
High 459-4 464-4 5-0 1.1% 459-4
Low 455-4 461-4 6-0 1.3% 438-0
Close 456-2 461-2 5-0 1.1% 456-2
Range 4-0 3-0 -1-0 -25.0% 21-4
ATR 8-7 8-6 0-0 -0.5% 0-0
Volume 3,319 4,629 1,310 39.5% 23,713
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 471-3 469-3 462-7
R3 468-3 466-3 462-1
R2 465-3 465-3 461-6
R1 463-3 463-3 461-4 462-7
PP 462-3 462-3 462-3 462-2
S1 460-3 460-3 461-0 459-7
S2 459-3 459-3 460-6
S3 456-3 457-3 460-3
S4 453-3 454-3 459-5
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 515-6 507-4 468-1
R3 494-2 486-0 462-1
R2 472-6 472-6 460-2
R1 464-4 464-4 458-2 468-5
PP 451-2 451-2 451-2 453-2
S1 443-0 443-0 454-2 447-1
S2 429-6 429-6 452-2
S3 408-2 421-4 450-3
S4 386-6 400-0 444-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 464-4 438-0 26-4 5.7% 5-3 1.2% 88% True False 4,362
10 464-4 438-0 26-4 5.7% 6-1 1.3% 88% True False 4,817
20 464-4 421-0 43-4 9.4% 6-5 1.4% 93% True False 5,491
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 477-2
2.618 472-3
1.618 469-3
1.000 467-4
0.618 466-3
HIGH 464-4
0.618 463-3
0.500 463-0
0.382 462-5
LOW 461-4
0.618 459-5
1.000 458-4
1.618 456-5
2.618 453-5
4.250 448-6
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 463-0 458-3
PP 462-3 455-5
S1 461-7 452-6

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

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