CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 545-2 586-6 41-4 7.6% 479-0
High 545-2 587-2 42-0 7.7% 545-2
Low 545-2 572-4 27-2 5.0% 479-0
Close 545-2 574-0 28-6 5.3% 545-2
Range 0-0 14-6 14-6 66-2
ATR 13-5 15-5 2-0 14.9% 0-0
Volume 38,221 36,508 -1,713 -4.5% 168,030
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 622-1 612-7 582-1
R3 607-3 598-1 578-0
R2 592-5 592-5 576-6
R1 583-3 583-3 575-3 580-5
PP 577-7 577-7 577-7 576-4
S1 568-5 568-5 572-5 565-7
S2 563-1 563-1 571-2
S3 548-3 553-7 570-0
S4 533-5 539-1 565-7
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 721-7 699-7 581-6
R3 655-5 633-5 563-4
R2 589-3 589-3 557-3
R1 567-3 567-3 551-3 578-3
PP 523-1 523-1 523-1 528-6
S1 501-1 501-1 539-1 512-1
S2 456-7 456-7 533-1
S3 390-5 434-7 527-0
S4 324-3 368-5 508-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587-2 500-4 86-6 15.1% 7-4 1.3% 85% True False 32,075
10 587-2 479-0 108-2 18.9% 11-4 2.0% 88% True False 29,390
20 587-2 479-0 108-2 18.9% 10-2 1.8% 88% True False 28,146
40 587-2 444-4 142-6 24.9% 8-0 1.4% 91% True False 23,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 650-0
2.618 625-7
1.618 611-1
1.000 602-0
0.618 596-3
HIGH 587-2
0.618 581-5
0.500 579-7
0.382 578-1
LOW 572-4
0.618 563-3
1.000 557-6
1.618 548-5
2.618 533-7
4.250 509-6
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 579-7 565-6
PP 577-7 557-4
S1 576-0 549-2

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

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