CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 528-0 532-4 4-4 0.9% 502-0
High 536-4 533-0 -3-4 -0.7% 534-0
Low 525-0 525-0 0-0 0.0% 501-4
Close 526-2 527-6 1-4 0.3% 533-2
Range 11-4 8-0 -3-4 -30.4% 32-4
ATR 8-7 8-6 0-0 -0.7% 0-0
Volume 24,627 23,100 -1,527 -6.2% 138,518
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 552-5 548-1 532-1
R3 544-5 540-1 530-0
R2 536-5 536-5 529-2
R1 532-1 532-1 528-4 530-3
PP 528-5 528-5 528-5 527-6
S1 524-1 524-1 527-0 522-3
S2 520-5 520-5 526-2
S3 512-5 516-1 525-4
S4 504-5 508-1 523-3
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
5 541-4 513-4 28-0 5.3% 9-1 1.7% 51% False False 27,456
10 541-4 483-0 58-4 11.1% 8-0 1.5% 76% False False 27,731
20 541-4 444-4 97-0 18.4% 6-4 1.2% 86% False False 23,111
Crabel Price Patterns
NR True
NR4 True
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 1-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 567-0
2.618 554-0
1.618 546-0
1.000 541-0
0.618 538-0
HIGH 533-0
0.618 530-0
0.500 529-0
0.382 528-0
LOW 525-0
0.618 520-0
1.000 517-0
1.618 512-0
2.618 504-0
4.250 491-0
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 529-0 533-2
PP 528-5 531-3
S1 528-1 529-5

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

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