CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 372-0 379-0 7-0 1.9% 368-0
High 376-0 381-0 5-0 1.3% 379-0
Low 371-4 379-0 7-4 2.0% 362-4
Close 373-2 381-0 7-6 2.1% 376-6
Range 4-4 2-0 -2-4 -55.6% 16-4
ATR 7-3 7-3 0-0 0.3% 0-0
Volume 20,601 24,186 3,585 17.4% 94,724
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 386-3 385-5 382-1
R3 384-3 383-5 381-4
R2 382-3 382-3 381-3
R1 381-5 381-5 381-1 382-0
PP 380-3 380-3 380-3 380-4
S1 379-5 379-5 380-7 380-0
S2 378-3 378-3 380-5
S3 376-3 377-5 380-4
S4 374-3 375-5 379-7
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
5 381-0 363-4 17-4 4.6% 5-4 1.4% 100% True False 22,529
10 385-4 362-4 23-0 6.0% 5-4 1.5% 80% False False 22,586
20 391-0 362-4 28-4 7.5% 6-3 1.7% 65% False False 25,927
40 391-0 359-6 31-2 8.2% 5-6 1.5% 68% False False 24,855
60 406-0 359-6 46-2 12.1% 5-0 1.3% 46% False False 19,961
80 406-4 359-6 46-6 12.3% 4-4 1.2% 45% False False 16,243
100 445-0 359-6 85-2 22.4% 4-2 1.1% 25% False False 13,864
120 445-0 359-6 85-2 22.4% 4-2 1.1% 25% False False 11,857
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 0-5
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 389-4
2.618 386-2
1.618 384-2
1.000 383-0
0.618 382-2
HIGH 381-0
0.618 380-2
0.500 380-0
0.382 379-6
LOW 379-0
0.618 377-6
1.000 377-0
1.618 375-6
2.618 373-6
4.250 370-4
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 380-5 379-3
PP 380-3 377-7
S1 380-0 376-2

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

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