CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 369-4 364-4 -5-0 -1.4% 383-0
High 371-0 369-4 -1-4 -0.4% 391-0
Low 362-4 363-4 1-0 0.3% 370-0
Close 368-0 369-4 1-4 0.4% 370-2
Range 8-4 6-0 -2-4 -29.4% 21-0
ATR 7-3 7-3 -0-1 -1.4% 0-0
Volume 18,717 15,508 -3,209 -17.1% 129,907
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 385-4 383-4 372-6
R3 379-4 377-4 371-1
R2 373-4 373-4 370-5
R1 371-4 371-4 370-0 372-4
PP 367-4 367-4 367-4 368-0
S1 365-4 365-4 369-0 366-4
S2 361-4 361-4 368-3
S3 355-4 359-4 367-7
S4 349-4 353-4 366-2
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 440-1 426-1 381-6
R3 419-1 405-1 376-0
R2 398-1 398-1 374-1
R1 384-1 384-1 372-1 380-5
PP 377-1 377-1 377-1 375-2
S1 363-1 363-1 368-3 359-5
S2 356-1 356-1 366-3
S3 335-1 342-1 364-4
S4 314-1 321-1 358-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 374-4 362-4 12-0 3.2% 5-6 1.5% 58% False False 18,678
10 391-0 362-4 28-4 7.7% 6-2 1.7% 25% False False 24,882
20 391-0 359-6 31-2 8.5% 6-4 1.8% 31% False False 27,688
40 391-0 359-6 31-2 8.5% 5-4 1.5% 31% False False 23,262
60 406-4 359-6 46-6 12.7% 4-6 1.3% 21% False False 18,650
80 406-4 359-6 46-6 12.7% 4-3 1.2% 21% False False 15,206
100 445-0 359-6 85-2 23.1% 4-1 1.1% 11% False False 12,945
120 445-0 359-6 85-2 23.1% 4-3 1.2% 11% False False 11,113
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 395-0
2.618 385-2
1.618 379-2
1.000 375-4
0.618 373-2
HIGH 369-4
0.618 367-2
0.500 366-4
0.382 365-6
LOW 363-4
0.618 359-6
1.000 357-4
1.618 353-6
2.618 347-6
4.250 338-0
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 368-4 368-5
PP 367-4 367-5
S1 366-4 366-6

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

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