CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 502-2 516-2 14-0 2.8% 482-2
High 514-4 518-0 3-4 0.7% 498-0
Low 502-0 514-0 12-0 2.4% 482-2
Close 514-2 517-0 2-6 0.5% 497-4
Range 12-4 4-0 -8-4 -68.0% 15-6
ATR 8-2 8-0 -0-2 -3.7% 0-0
Volume 20,984 32,825 11,841 56.4% 127,626
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 528-3 526-5 519-2
R3 524-3 522-5 518-1
R2 520-3 520-3 517-6
R1 518-5 518-5 517-3 519-4
PP 516-3 516-3 516-3 516-6
S1 514-5 514-5 516-5 515-4
S2 512-3 512-3 516-2
S3 508-3 510-5 515-7
S4 504-3 506-5 514-6
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
5 518-0 483-0 35-0 6.8% 6-7 1.3% 97% True False 28,007
10 518-0 469-2 48-6 9.4% 6-1 1.2% 98% True False 25,836
20 518-0 444-4 73-4 14.2% 6-0 1.2% 99% True False 20,171
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 535-0
2.618 528-4
1.618 524-4
1.000 522-0
0.618 520-4
HIGH 518-0
0.618 516-4
0.500 516-0
0.382 515-4
LOW 514-0
0.618 511-4
1.000 510-0
1.618 507-4
2.618 503-4
4.250 497-0
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 516-5 514-5
PP 516-3 512-1
S1 516-0 509-6

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

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