CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 453-0 453-6 0-6 0.2% 447-6
High 453-6 457-0 3-2 0.7% 453-6
Low 452-0 450-0 -2-0 -0.4% 436-0
Close 453-6 449-2 -4-4 -1.0% 453-6
Range 1-6 7-0 5-2 300.0% 17-6
ATR
Volume 20,067 11,330 -8,737 -43.5% 83,324
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 473-1 468-1 453-1
R3 466-1 461-1 451-1
R2 459-1 459-1 450-4
R1 454-1 454-1 449-7 453-1
PP 452-1 452-1 452-1 451-4
S1 447-1 447-1 448-5 446-1
S2 445-1 445-1 448-0
S3 438-1 440-1 447-3
S4 431-1 433-1 445-3
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 501-1 495-1 463-4
R3 483-3 477-3 458-5
R2 465-5 465-5 457-0
R1 459-5 459-5 455-3 462-5
PP 447-7 447-7 447-7 449-2
S1 441-7 441-7 452-1 444-7
S2 430-1 430-1 450-4
S3 412-3 424-1 448-7
S4 394-5 406-3 444-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 457-0 436-0 21-0 4.7% 6-2 1.4% 63% True False 15,432
10 462-0 427-4 34-4 7.7% 8-1 1.8% 63% False False 14,983
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 486-6
2.618 475-3
1.618 468-3
1.000 464-0
0.618 461-3
HIGH 457-0
0.618 454-3
0.500 453-4
0.382 452-5
LOW 450-0
0.618 445-5
1.000 443-0
1.618 438-5
2.618 431-5
4.250 420-2
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 453-4 450-0
PP 452-1 449-6
S1 450-5 449-4

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

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