CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 596-2 607-4 11-2 1.9% 593-4
High 604-4 609-0 4-4 0.7% 606-2
Low 596-2 598-6 2-4 0.4% 585-6
Close 603-6 598-6 -5-0 -0.8% 603-6
Range 8-2 10-2 2-0 24.2% 20-4
ATR 13-6 13-4 -0-2 -1.8% 0-0
Volume 30,402 17,140 -13,262 -43.6% 143,525
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 632-7 626-1 604-3
R3 622-5 615-7 601-5
R2 612-3 612-3 600-5
R1 605-5 605-5 599-6 603-7
PP 602-1 602-1 602-1 601-2
S1 595-3 595-3 597-6 593-5
S2 591-7 591-7 596-7
S3 581-5 585-1 595-7
S4 571-3 574-7 593-1
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 660-1 652-3 615-0
R3 639-5 631-7 609-3
R2 619-1 619-1 607-4
R1 611-3 611-3 605-5 615-2
PP 598-5 598-5 598-5 600-4
S1 590-7 590-7 601-7 594-6
S2 578-1 578-1 600-0
S3 557-5 570-3 598-1
S4 537-1 549-7 592-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 609-0 585-6 23-2 3.9% 10-6 1.8% 56% True False 26,205
10 609-0 565-0 44-0 7.3% 10-7 1.8% 77% True False 28,992
20 609-0 500-4 108-4 18.1% 10-4 1.8% 91% True False 32,340
40 609-0 479-0 130-0 21.7% 10-1 1.7% 92% True False 30,194
60 609-0 436-0 173-0 28.9% 8-6 1.5% 94% True False 25,061
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 652-4
2.618 635-7
1.618 625-5
1.000 619-2
0.618 615-3
HIGH 609-0
0.618 605-1
0.500 603-7
0.382 602-5
LOW 598-6
0.618 592-3
1.000 588-4
1.618 582-1
2.618 571-7
4.250 555-2
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 603-7 602-5
PP 602-1 601-3
S1 600-4 600-0

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

View Archives - Comment on this page... - Back to Index of Symbols