CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 403-0 413-0 10-0 2.5% 408-0
High 416-0 425-2 9-2 2.2% 425-2
Low 403-0 412-0 9-0 2.2% 400-4
Close 413-6 425-0 11-2 2.7% 425-0
Range 13-0 13-2 0-2 1.9% 24-6
ATR 10-0 10-2 0-2 2.4% 0-0
Volume 8,897 16,251 7,354 82.7% 57,868
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 460-4 456-0 432-2
R3 447-2 442-6 428-5
R2 434-0 434-0 427-3
R1 429-4 429-4 426-2 431-6
PP 420-6 420-6 420-6 421-7
S1 416-2 416-2 423-6 418-4
S2 407-4 407-4 422-5
S3 394-2 403-0 421-3
S4 381-0 389-6 417-6
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 491-1 482-7 438-5
R3 466-3 458-1 431-6
R2 441-5 441-5 429-4
R1 433-3 433-3 427-2 437-4
PP 416-7 416-7 416-7 419-0
S1 408-5 408-5 422-6 412-6
S2 392-1 392-1 420-4
S3 367-3 383-7 418-2
S4 342-5 359-1 411-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 425-2 400-4 24-6 5.8% 8-6 2.1% 99% True False 11,573
10 439-0 400-4 38-4 9.1% 8-4 2.0% 64% False False 11,724
20 441-0 400-4 40-4 9.5% 8-4 2.0% 60% False False 12,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 481-4
2.618 460-0
1.618 446-6
1.000 438-4
0.618 433-4
HIGH 425-2
0.618 420-2
0.500 418-5
0.382 417-0
LOW 412-0
0.618 403-6
1.000 398-6
1.618 390-4
2.618 377-2
4.250 355-6
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 422-7 421-0
PP 420-6 416-7
S1 418-5 412-7

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

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