CME Pit-Traded Corn Future May 2010

Trading Metrics calculated at close of trading on 28-Jul-2009

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	356-0	353-6	-2-2	-0.6%	357-0
High	356-0	356-0	0-0	0.0%	361-4
Low	356-0	352-4	-3-4	-1.0%	340-0
Close	356-2	352-2	-4-0	-1.1%	350-0
Range	0-0	3-4	3-4		21-4
ATR	8-2	7-7	-0-3	-3.9%	0-0
Volume	3,082	493	-2,589	-84.0%	10,710

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	364-1	361-5	354-1
R3	360-5	358-1	353-2
R2	357-1	357-1	352-7
R1	354-5	354-5	352-5	354-1
PP	353-5	353-5	353-5	353-2
S1	351-1	351-1	351-7	350-5
S2	350-1	350-1	351-5
S3	346-5	347-5	351-2
S4	343-1	344-1	350-3

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	415-0	404-0	361-7
R3	393-4	382-4	355-7
R2	372-0	372-0	354-0
R1	361-0	361-0	352-0	355-6
PP	350-4	350-4	350-4	347-7
S1	339-4	339-4	348-0	334-2
S2	329-0	329-0	346-0
S3	307-4	318-0	344-1
S4	286-0	296-4	338-1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	361-4	340-0	21-4	6.1%	3-6	1.1%	57%	False	False	2,228
10	368-2	340-0	28-2	8.0%	3-5	1.0%	43%	False	False	1,998

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	370-7
2.618	365-1
1.618	361-5
1.000	359-4
0.618	358-1
HIGH	356-0
0.618	354-5
0.500	354-2
0.382	353-7
LOW	352-4
0.618	350-3
1.000	349-0
1.618	346-7
2.618	343-3
4.250	337-5

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	354-2	353-4
PP	353-5	353-1
S1	352-7	352-5

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