CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 491-0 499-6 8-6 1.8% 477-6
High 494-0 501-2 7-2 1.5% 494-0
Low 485-0 499-0 14-0 2.9% 477-6
Close 494-6 499-6 5-0 1.0% 494-6
Range 9-0 2-2 -6-6 -75.0% 16-2
ATR 8-0 8-0 -0-1 -1.4% 0-0
Volume 12,757 13,769 1,012 7.9% 58,987
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 506-6 505-4 501-0
R3 504-4 503-2 500-3
R2 502-2 502-2 500-1
R1 501-0 501-0 500-0 500-7
PP 500-0 500-0 500-0 500-0
S1 498-6 498-6 499-4 498-5
S2 497-6 497-6 499-3
S3 495-4 496-4 499-1
S4 493-2 494-2 498-4
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 537-5 532-3 503-6
R3 521-3 516-1 499-2
R2 505-1 505-1 497-6
R1 499-7 499-7 496-2 502-4
PP 488-7 488-7 488-7 490-1
S1 483-5 483-5 493-2 486-2
S2 472-5 472-5 491-6
S3 456-3 467-3 490-2
S4 440-1 451-1 485-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 501-2 477-6 23-4 4.7% 5-4 1.1% 94% True False 14,551
10 501-2 459-2 42-0 8.4% 5-4 1.1% 96% True False 10,251
20 501-2 438-0 63-2 12.7% 6-1 1.2% 98% True False 7,542
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 510-6
2.618 507-1
1.618 504-7
1.000 503-4
0.618 502-5
HIGH 501-2
0.618 500-3
0.500 500-1
0.382 499-7
LOW 499-0
0.618 497-5
1.000 496-6
1.618 495-3
2.618 493-1
4.250 489-4
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 500-1 496-5
PP 500-0 493-4
S1 499-7 490-3

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

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