CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	453-0	453-6	0-6	0.2%	447-6
High	453-6	457-0	3-2	0.7%	453-6
Low	452-0	450-0	-2-0	-0.4%	436-0
Close	453-6	449-2	-4-4	-1.0%	453-6
Range	1-6	7-0	5-2	300.0%	17-6
ATR
Volume	20,067	11,330	-8,737	-43.5%	83,324

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	473-1	468-1	453-1
R3	466-1	461-1	451-1
R2	459-1	459-1	450-4
R1	454-1	454-1	449-7	453-1
PP	452-1	452-1	452-1	451-4
S1	447-1	447-1	448-5	446-1
S2	445-1	445-1	448-0
S3	438-1	440-1	447-3
S4	431-1	433-1	445-3

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	501-1	495-1	463-4
R3	483-3	477-3	458-5
R2	465-5	465-5	457-0
R1	459-5	459-5	455-3	462-5
PP	447-7	447-7	447-7	449-2
S1	441-7	441-7	452-1	444-7
S2	430-1	430-1	450-4
S3	412-3	424-1	448-7
S4	394-5	406-3	444-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	457-0	436-0	21-0	4.7%	6-2	1.4%	63%	True	False	15,432
10	462-0	427-4	34-4	7.7%	8-1	1.8%	63%	False	False	14,983

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	486-6
2.618	475-3
1.618	468-3
1.000	464-0
0.618	461-3
HIGH	457-0
0.618	454-3
0.500	453-4
0.382	452-5
LOW	450-0
0.618	445-5
1.000	443-0
1.618	438-5
2.618	431-5
4.250	420-2

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	453-4	450-0
PP	452-1	449-6
S1	450-5	449-4

Download as Excel Spreadsheet

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

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