CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 483-4 479-4 -4-0 -0.8% 461-4
High 483-6 486-6 3-0 0.6% 482-4
Low 480-2 479-4 -0-6 -0.2% 459-2
Close 480-6 487-4 6-6 1.4% 482-4
Range 3-4 7-2 3-6 107.1% 23-2
ATR 8-0 8-0 0-0 -0.7% 0-0
Volume 12,085 12,048 -37 -0.3% 29,759
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 506-3 504-1 491-4
R3 499-1 496-7 489-4
R2 491-7 491-7 488-7
R1 489-5 489-5 488-1 490-6
PP 484-5 484-5 484-5 485-1
S1 482-3 482-3 486-7 483-4
S2 477-3 477-3 486-1
S3 470-1 475-1 485-4
S4 462-7 467-7 483-4
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 544-4 536-6 495-2
R3 521-2 513-4 488-7
R2 498-0 498-0 486-6
R1 490-2 490-2 484-5 494-1
PP 474-6 474-6 474-6 476-6
S1 467-0 467-0 480-3 470-7
S2 451-4 451-4 478-2
S3 428-2 443-6 476-1
S4 405-0 420-4 469-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 486-6 464-0 22-6 4.7% 7-1 1.5% 103% True False 12,076
10 486-6 441-0 45-6 9.4% 6-2 1.3% 102% True False 8,349
20 486-6 435-4 51-2 10.5% 6-2 1.3% 101% True False 6,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 517-4
2.618 505-6
1.618 498-4
1.000 494-0
0.618 491-2
HIGH 486-6
0.618 484-0
0.500 483-1
0.382 482-2
LOW 479-4
0.618 475-0
1.000 472-2
1.618 467-6
2.618 460-4
4.250 448-6
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 486-0 485-6
PP 484-5 484-0
S1 483-1 482-2

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

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