CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 348-2 358-0 9-6 2.8% 357-0
High 350-0 364-0 14-0 4.0% 361-4
Low 348-2 358-0 9-6 2.8% 340-0
Close 350-2 364-4 14-2 4.1% 350-0
Range 1-6 6-0 4-2 242.9% 21-4
ATR 7-5 8-1 0-3 5.7% 0-0
Volume 2,513 791 -1,722 -68.5% 10,710
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 380-1 378-3 367-6
R3 374-1 372-3 366-1
R2 368-1 368-1 365-5
R1 366-3 366-3 365-0 367-2
PP 362-1 362-1 362-1 362-5
S1 360-3 360-3 364-0 361-2
S2 356-1 356-1 363-3
S3 350-1 354-3 362-7
S4 344-1 348-3 361-2
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
5 364-0 348-2 15-6 4.3% 2-2 0.6% 103% True False 2,093
10 364-0 340-0 24-0 6.6% 3-4 1.0% 102% True False 2,028
20 386-0 340-0 46-0 12.6% 4-0 1.1% 53% False False 2,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 389-4
2.618 379-6
1.618 373-6
1.000 370-0
0.618 367-6
HIGH 364-0
0.618 361-6
0.500 361-0
0.382 360-2
LOW 358-0
0.618 354-2
1.000 352-0
1.618 348-2
2.618 342-2
4.250 332-4
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 363-3 361-6
PP 362-1 358-7
S1 361-0 356-1

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

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