CME Pit-Traded Corn Future July 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 462-6 468-4 5-6 1.2% 461-4
High 466-2 470-0 3-6 0.8% 466-2
Low 462-0 467-6 5-6 1.2% 444-4
Close 462-2 467-2 5-0 1.1% 462-2
Range 4-2 2-2 -2-0 -47.1% 21-6
ATR 9-1 9-0 -0-1 -1.1% 0-0
Volume 10,048 11,517 1,469 14.6% 66,049
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 475-1 473-3 468-4
R3 472-7 471-1 467-7
R2 470-5 470-5 467-5
R1 468-7 468-7 467-4 468-5
PP 468-3 468-3 468-3 468-2
S1 466-5 466-5 467-0 466-3
S2 466-1 466-1 466-7
S3 463-7 464-3 466-5
S4 461-5 462-1 466-0
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 522-7 514-3 474-2
R3 501-1 492-5 468-2
R2 479-3 479-3 466-2
R1 470-7 470-7 464-2 475-1
PP 457-5 457-5 457-5 459-6
S1 449-1 449-1 460-2 453-3
S2 435-7 435-7 458-2
S3 414-1 427-3 456-2
S4 392-3 405-5 450-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 470-0 444-4 25-4 5.5% 4-3 0.9% 89% True False 12,073
10 470-0 444-4 25-4 5.5% 5-7 1.3% 89% True False 13,945
20 470-0 427-4 42-4 9.1% 7-0 1.5% 94% True False 14,464
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 0-3
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 479-4
2.618 475-7
1.618 473-5
1.000 472-2
0.618 471-3
HIGH 470-0
0.618 469-1
0.500 468-7
0.382 468-5
LOW 467-6
0.618 466-3
1.000 465-4
1.618 464-1
2.618 461-7
4.250 458-2
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 468-7 465-5
PP 468-3 464-0
S1 467-6 462-3

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

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