CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 567-4 574-4 7-0 1.2% 586-6
High 572-4 595-0 22-4 3.9% 601-0
Low 565-0 574-4 9-4 1.7% 572-4
Close 565-0 593-6 28-6 5.1% 582-4
Range 7-4 20-4 13-0 173.3% 28-4
ATR 14-5 15-6 1-1 7.5% 0-0
Volume 14,844 34,062 19,218 129.5% 208,164
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 649-2 642-0 605-0
R3 628-6 621-4 599-3
R2 608-2 608-2 597-4
R1 601-0 601-0 595-5 604-5
PP 587-6 587-6 587-6 589-4
S1 580-4 580-4 591-7 584-1
S2 567-2 567-2 590-0
S3 546-6 560-0 588-1
S4 526-2 539-4 582-4
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 670-7 655-1 598-1
R3 642-3 626-5 590-3
R2 613-7 613-7 587-6
R1 598-1 598-1 585-1 591-6
PP 585-3 585-3 585-3 582-1
S1 569-5 569-5 579-7 563-2
S2 556-7 556-7 577-2
S3 528-3 541-1 574-5
S4 499-7 512-5 566-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 595-4 565-0 30-4 5.1% 10-0 1.7% 94% False False 26,952
10 601-0 511-2 89-6 15.1% 11-5 2.0% 92% False False 33,825
20 601-0 479-0 122-0 20.5% 11-6 2.0% 94% False False 30,862
40 601-0 444-4 156-4 26.4% 9-1 1.5% 95% False False 26,986
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 0-7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 682-1
2.618 648-5
1.618 628-1
1.000 615-4
0.618 607-5
HIGH 595-0
0.618 587-1
0.500 584-6
0.382 582-3
LOW 574-4
0.618 561-7
1.000 554-0
1.618 541-3
2.618 520-7
4.250 487-3
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 590-6 589-1
PP 587-6 584-5
S1 584-6 580-0

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

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