CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 398-0 387-2 -10-6 -2.7% 393-4
High 398-6 390-4 -8-2 -2.1% 410-0
Low 389-4 386-2 -3-2 -0.8% 386-2
Close 394-0 387-4 -6-4 -1.6% 407-2
Range 9-2 4-2 -5-0 -54.1% 23-6
ATR 9-6 9-5 -0-1 -1.5% 0-0
Volume 110,071 130,660 20,589 18.7% 613,971
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 400-7 398-3 389-7
R3 396-5 394-1 388-5
R2 392-3 392-3 388-2
R1 389-7 389-7 387-7 391-1
PP 388-1 388-1 388-1 388-6
S1 385-5 385-5 387-1 386-7
S2 383-7 383-7 386-6
S3 379-5 381-3 386-3
S4 375-3 377-1 385-1
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 472-3 463-5 420-2
R3 448-5 439-7 413-6
R2 424-7 424-7 411-5
R1 416-1 416-1 409-3 420-4
PP 401-1 401-1 401-1 403-3
S1 392-3 392-3 405-1 396-6
S2 377-3 377-3 402-7
S3 353-5 368-5 400-6
S4 329-7 344-7 394-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 410-0 386-2 23-6 6.1% 8-6 2.3% 5% False True 133,870
10 410-0 384-4 25-4 6.6% 7-4 1.9% 12% False False 125,371
20 410-0 343-2 66-6 17.2% 7-4 1.9% 66% False False 114,746
40 410-0 343-2 66-6 17.2% 6-5 1.7% 66% False False 85,065
60 410-0 343-2 66-6 17.2% 6-6 1.7% 66% False False 73,960
80 410-0 343-2 66-6 17.2% 6-4 1.7% 66% False False 64,307
100 414-4 343-2 71-2 18.4% 6-1 1.6% 62% False False 56,429
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-5
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 408-4
2.618 401-5
1.618 397-3
1.000 394-6
0.618 393-1
HIGH 390-4
0.618 388-7
0.500 388-3
0.382 387-7
LOW 386-2
0.618 383-5
1.000 382-0
1.618 379-3
2.618 375-1
4.250 368-2
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 388-3 397-2
PP 388-1 394-0
S1 387-6 390-6

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

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