CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 398-2 390-4 -7-6 -1.9% 398-0
High 400-0 391-6 -8-2 -2.1% 400-0
Low 388-2 383-4 -4-6 -1.2% 383-4
Close 390-2 384-4 -5-6 -1.5% 384-4
Range 11-6 8-2 -3-4 -29.8% 16-4
ATR 9-5 9-4 -0-1 -1.0% 0-0
Volume 76,748 124,093 47,345 61.7% 536,412
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 411-3 406-1 389-0
R3 403-1 397-7 386-6
R2 394-7 394-7 386-0
R1 389-5 389-5 385-2 388-1
PP 386-5 386-5 386-5 385-6
S1 381-3 381-3 383-6 379-7
S2 378-3 378-3 383-0
S3 370-1 373-1 382-2
S4 361-7 364-7 380-0
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 438-7 428-1 393-5
R3 422-3 411-5 389-0
R2 405-7 405-7 387-4
R1 395-1 395-1 386-0 392-2
PP 389-3 389-3 389-3 387-7
S1 378-5 378-5 383-0 375-6
S2 372-7 372-7 381-4
S3 356-3 362-1 380-0
S4 339-7 345-5 375-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 400-0 383-4 16-4 4.3% 7-6 2.0% 6% False True 107,282
10 410-0 383-4 26-4 6.9% 8-2 2.1% 4% False True 115,038
20 410-0 343-2 66-6 17.4% 7-7 2.0% 62% False False 118,393
40 410-0 343-2 66-6 17.4% 6-7 1.8% 62% False False 88,866
60 410-0 343-2 66-6 17.4% 6-7 1.8% 62% False False 76,372
80 410-0 343-2 66-6 17.4% 6-5 1.7% 62% False False 67,101
100 414-2 343-2 71-0 18.5% 6-2 1.6% 58% False False 58,675
Crabel Price Patterns
NR True
NR4 False
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 1-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 426-6
2.618 413-3
1.618 405-1
1.000 400-0
0.618 396-7
HIGH 391-6
0.618 388-5
0.500 387-5
0.382 386-5
LOW 383-4
0.618 378-3
1.000 375-2
1.618 370-1
2.618 361-7
4.250 348-4
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 387-5 391-6
PP 386-5 389-3
S1 385-4 386-7

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

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