CME Pit-Traded Corn Future July 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 491-0 502-0 11-0 2.2% 482-2
High 498-0 503-0 5-0 1.0% 498-0
Low 488-0 501-4 13-4 2.8% 482-2
Close 497-4 502-6 5-2 1.1% 497-4
Range 10-0 1-4 -8-4 -85.0% 15-6
ATR 8-1 8-0 -0-2 -2.3% 0-0
Volume 29,655 30,791 1,136 3.8% 127,626
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 506-7 506-3 503-5
R3 505-3 504-7 503-1
R2 503-7 503-7 503-0
R1 503-3 503-3 502-7 503-5
PP 502-3 502-3 502-3 502-4
S1 501-7 501-7 502-5 502-1
S2 500-7 500-7 502-4
S3 499-3 500-3 502-3
S4 497-7 498-7 501-7
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 539-7 534-3 506-1
R3 524-1 518-5 501-7
R2 508-3 508-3 500-3
R1 502-7 502-7 499-0 505-5
PP 492-5 492-5 492-5 494-0
S1 487-1 487-1 496-0 489-7
S2 476-7 476-7 494-5
S3 461-1 471-3 493-1
S4 445-3 455-5 488-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 503-0 482-2 20-6 4.1% 5-3 1.1% 99% True False 31,683
10 503-0 463-4 39-4 7.9% 5-2 1.1% 99% True False 23,176
20 503-0 444-4 58-4 11.6% 5-7 1.2% 100% True False 18,551
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 0-7
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 509-3
2.618 506-7
1.618 505-3
1.000 504-4
0.618 503-7
HIGH 503-0
0.618 502-3
0.500 502-2
0.382 502-1
LOW 501-4
0.618 500-5
1.000 500-0
1.618 499-1
2.618 497-5
4.250 495-1
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 502-5 499-4
PP 502-3 496-2
S1 502-2 493-0

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

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