CME Pit-Traded Corn Future July 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 437-0 438-6 1-6 0.4% 436-2
High 437-2 441-0 3-6 0.9% 437-0
Low 434-4 435-0 0-4 0.1% 424-0
Close 437-4 440-6 3-2 0.7% 433-0
Range 2-6 6-0 3-2 118.2% 13-0
ATR 7-7 7-6 -0-1 -1.7% 0-0
Volume 24,256 8,432 -15,824 -65.2% 36,657
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 456-7 454-7 444-0
R3 450-7 448-7 442-3
R2 444-7 444-7 441-7
R1 442-7 442-7 441-2 443-7
PP 438-7 438-7 438-7 439-4
S1 436-7 436-7 440-2 437-7
S2 432-7 432-7 439-5
S3 426-7 430-7 439-1
S4 420-7 424-7 437-4
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 470-3 464-5 440-1
R3 457-3 451-5 436-5
R2 444-3 444-3 435-3
R1 438-5 438-5 434-2 435-0
PP 431-3 431-3 431-3 429-4
S1 425-5 425-5 431-6 422-0
S2 418-3 418-3 430-5
S3 405-3 412-5 429-3
S4 392-3 399-5 425-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 443-0 424-0 19-0 4.3% 6-0 1.3% 88% False False 14,126
10 443-0 414-2 28-6 6.5% 5-1 1.2% 92% False False 10,437
20 443-0 400-4 42-4 9.6% 6-6 1.5% 95% False False 10,998
40 443-0 400-4 42-4 9.6% 7-7 1.8% 95% False False 12,631
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 466-4
2.618 456-6
1.618 450-6
1.000 447-0
0.618 444-6
HIGH 441-0
0.618 438-6
0.500 438-0
0.382 437-2
LOW 435-0
0.618 431-2
1.000 429-0
1.618 425-2
2.618 419-2
4.250 409-4
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 439-7 440-0
PP 438-7 439-2
S1 438-0 438-4

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

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