CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 368-0 376-6 8-6 2.4% 368-0
High 379-0 380-0 1-0 0.3% 379-0
Low 368-0 376-2 8-2 2.2% 362-4
Close 376-6 380-0 3-2 0.9% 376-6
Range 11-0 3-6 -7-2 -65.9% 16-4
ATR 7-5 7-3 -0-2 -3.6% 0-0
Volume 24,409 27,945 3,536 14.5% 94,724
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 390-0 388-6 382-0
R3 386-2 385-0 381-0
R2 382-4 382-4 380-6
R1 381-2 381-2 380-3 381-7
PP 378-6 378-6 378-6 379-0
S1 377-4 377-4 379-5 378-1
S2 375-0 375-0 379-2
S3 371-2 373-6 379-0
S4 367-4 370-0 378-0
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 422-2 416-0 385-7
R3 405-6 399-4 381-2
R2 389-2 389-2 379-6
R1 383-0 383-0 378-2 386-1
PP 372-6 372-6 372-6 374-2
S1 366-4 366-4 375-2 369-5
S2 356-2 356-2 373-6
S3 339-6 350-0 372-2
S4 323-2 333-4 367-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 380-0 362-4 17-4 4.6% 6-6 1.8% 100% True False 20,781
10 391-0 362-4 28-4 7.5% 6-4 1.7% 61% False False 22,615
20 391-0 359-6 31-2 8.2% 6-4 1.7% 65% False False 26,661
40 391-0 359-6 31-2 8.2% 5-7 1.5% 65% False False 24,192
60 406-0 359-6 46-2 12.2% 5-0 1.3% 44% False False 19,401
80 406-4 359-6 46-6 12.3% 4-3 1.2% 43% False False 15,782
100 445-0 359-6 85-2 22.4% 4-2 1.1% 24% False False 13,452
120 445-0 359-6 85-2 22.4% 4-3 1.1% 24% False False 11,527
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-6
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 396-0
2.618 389-7
1.618 386-1
1.000 383-6
0.618 382-3
HIGH 380-0
0.618 378-5
0.500 378-1
0.382 377-5
LOW 376-2
0.618 373-7
1.000 372-4
1.618 370-1
2.618 366-3
4.250 360-2
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 379-3 377-2
PP 378-6 374-4
S1 378-1 371-6

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

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