CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 357-0 349-2 -7-6 -2.2% 358-4
High 357-0 349-2 -7-6 -2.2% 368-2
Low 355-0 347-4 -7-4 -2.1% 349-4
Close 357-2 345-4 -11-6 -3.3% 354-6
Range 2-0 1-6 -0-2 -12.5% 18-6
ATR 0-0 7-5 7-5 0-0
Volume 1,924 1,221 -703 -36.5% 7,965
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 352-5 350-7 346-4
R3 350-7 349-1 346-0
R2 349-1 349-1 345-7
R1 347-3 347-3 345-5 347-3
PP 347-3 347-3 347-3 347-4
S1 345-5 345-5 345-3 345-5
S2 345-5 345-5 345-1
S3 343-7 343-7 345-0
S4 342-1 342-1 344-4
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 413-6 403-0 365-0
R3 395-0 384-2 359-7
R2 376-2 376-2 358-2
R1 365-4 365-4 356-4 361-4
PP 357-4 357-4 357-4 355-4
S1 346-6 346-6 353-0 342-6
S2 338-6 338-6 351-2
S3 320-0 328-0 349-5
S4 301-2 309-2 344-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 368-2 347-4 20-6 6.0% 3-5 1.0% -10% False True 1,768
10 368-2 347-4 20-6 6.0% 3-3 1.0% -10% False True 1,964
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 0-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 356-6
2.618 353-7
1.618 352-1
1.000 351-0
0.618 350-3
HIGH 349-2
0.618 348-5
0.500 348-3
0.382 348-1
LOW 347-4
0.618 346-3
1.000 345-6
1.618 344-5
2.618 342-7
4.250 340-0
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 348-3 352-2
PP 347-3 350-0
S1 346-4 347-6

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

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