CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 448-0 454-6 6-6 1.5% 453-6
High 449-4 460-4 11-0 2.4% 461-0
Low 444-4 454-6 10-2 2.3% 449-4
Close 447-6 459-2 11-4 2.6% 461-0
Range 5-0 5-6 0-6 15.0% 11-4
ATR 9-0 9-2 0-2 3.0% 0-0
Volume 20,561 8,762 -11,799 -57.4% 73,222
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 475-3 473-1 462-3
R3 469-5 467-3 460-7
R2 463-7 463-7 460-2
R1 461-5 461-5 459-6 462-6
PP 458-1 458-1 458-1 458-6
S1 455-7 455-7 458-6 457-0
S2 452-3 452-3 458-2
S3 446-5 450-1 457-5
S4 440-7 444-3 456-1
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 491-5 487-7 467-3
R3 480-1 476-3 464-1
R2 468-5 468-5 463-1
R1 464-7 464-7 462-0 466-6
PP 457-1 457-1 457-1 458-1
S1 453-3 453-3 460-0 455-2
S2 445-5 445-5 458-7
S3 434-1 441-7 457-7
S4 422-5 430-3 454-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 461-4 444-4 17-0 3.7% 5-7 1.3% 87% False False 15,802
10 461-4 444-4 17-0 3.7% 6-1 1.3% 87% False False 14,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 485-0
2.618 475-4
1.618 469-6
1.000 466-2
0.618 464-0
HIGH 460-4
0.618 458-2
0.500 457-5
0.382 457-0
LOW 454-6
0.618 451-2
1.000 449-0
1.618 445-4
2.618 439-6
4.250 430-2
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 458-6 457-0
PP 458-1 454-6
S1 457-5 452-4

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

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