CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 525-0 540-4 15-4 3.0% 502-0
High 534-0 541-4 7-4 1.4% 534-0
Low 524-0 528-4 4-4 0.9% 501-4
Close 533-2 528-6 -4-4 -0.8% 533-2
Range 10-0 13-0 3-0 30.0% 32-4
ATR 8-2 8-5 0-3 4.0% 0-0
Volume 25,797 35,636 9,839 38.1% 138,518
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 571-7 563-3 535-7
R3 558-7 550-3 532-3
R2 545-7 545-7 531-1
R1 537-3 537-3 530-0 535-1
PP 532-7 532-7 532-7 531-6
S1 524-3 524-3 527-4 522-1
S2 519-7 519-7 526-3
S3 506-7 511-3 525-1
S4 493-7 498-3 521-5
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
5 541-4 502-0 39-4 7.5% 8-4 1.6% 68% True False 28,672
10 541-4 482-2 59-2 11.2% 7-0 1.3% 78% True False 30,178
20 541-4 444-4 97-0 18.3% 5-7 1.1% 87% True False 22,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 596-6
2.618 575-4
1.618 562-4
1.000 554-4
0.618 549-4
HIGH 541-4
0.618 536-4
0.500 535-0
0.382 533-4
LOW 528-4
0.618 520-4
1.000 515-4
1.618 507-4
2.618 494-4
4.250 473-2
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 535-0 528-3
PP 532-7 527-7
S1 530-7 527-4

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

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