CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 513-4 525-0 11-4 2.2% 502-0
High 516-6 534-0 17-2 3.3% 534-0
Low 513-4 524-0 10-4 2.0% 501-4
Close 517-0 533-2 16-2 3.1% 533-2
Range 3-2 10-0 6-6 207.7% 32-4
ATR 7-5 8-2 0-5 8.7% 0-0
Volume 28,121 25,797 -2,324 -8.3% 138,518
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 560-3 556-7 538-6
R3 550-3 546-7 536-0
R2 540-3 540-3 535-1
R1 536-7 536-7 534-1 538-5
PP 530-3 530-3 530-3 531-2
S1 526-7 526-7 532-3 528-5
S2 520-3 520-3 531-3
S3 510-3 516-7 530-4
S4 500-3 506-7 527-6
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 620-3 609-3 551-1
R3 587-7 576-7 542-2
R2 555-3 555-3 539-2
R1 544-3 544-3 536-2 549-7
PP 522-7 522-7 522-7 525-6
S1 511-7 511-7 530-2 517-3
S2 490-3 490-3 527-2
S3 457-7 479-3 524-2
S4 425-3 446-7 515-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 534-0 501-4 32-4 6.1% 6-2 1.2% 98% True False 27,703
10 534-0 473-0 61-0 11.4% 7-0 1.3% 99% True False 28,122
20 534-0 444-4 89-4 16.8% 5-7 1.1% 99% True False 21,427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 576-4
2.618 560-1
1.618 550-1
1.000 544-0
0.618 540-1
HIGH 534-0
0.618 530-1
0.500 529-0
0.382 527-7
LOW 524-0
0.618 517-7
1.000 514-0
1.618 507-7
2.618 497-7
4.250 481-4
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 531-7 530-1
PP 530-3 526-7
S1 529-0 523-6

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

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