CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 386-4 375-4 -11-0 -2.8% 382-4
High 386-4 377-0 -9-4 -2.5% 396-4
Low 377-0 373-4 -3-4 -0.9% 374-4
Close 381-4 374-0 -7-4 -2.0% 394-6
Range 9-4 3-4 -6-0 -63.2% 22-0
ATR 9-3 9-2 -0-1 -1.1% 0-0
Volume 69,731 72,718 2,987 4.3% 359,901
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 385-3 383-1 375-7
R3 381-7 379-5 375-0
R2 378-3 378-3 374-5
R1 376-1 376-1 374-3 375-4
PP 374-7 374-7 374-7 374-4
S1 372-5 372-5 373-5 372-0
S2 371-3 371-3 373-3
S3 367-7 369-1 373-0
S4 364-3 365-5 372-1
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 454-5 446-5 406-7
R3 432-5 424-5 400-6
R2 410-5 410-5 398-6
R1 402-5 402-5 396-6 406-5
PP 388-5 388-5 388-5 390-4
S1 380-5 380-5 392-6 384-5
S2 366-5 366-5 390-6
S3 344-5 358-5 388-6
S4 322-5 336-5 382-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 396-4 373-4 23-0 6.1% 7-5 2.0% 2% False True 75,386
10 396-4 372-6 23-6 6.4% 6-6 1.8% 5% False False 76,255
20 396-4 333-0 63-4 17.0% 7-2 1.9% 65% False False 80,940
40 396-4 333-0 63-4 17.0% 6-3 1.7% 65% False False 65,901
60 396-4 333-0 63-4 17.0% 6-4 1.7% 65% False False 52,879
80 396-4 333-0 63-4 17.0% 6-1 1.6% 65% False False 44,824
100 406-4 333-0 73-4 19.7% 5-4 1.5% 56% False False 37,764
120 406-4 333-0 73-4 19.7% 5-0 1.4% 56% False False 32,286
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 1-3
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 391-7
2.618 386-1
1.618 382-5
1.000 380-4
0.618 379-1
HIGH 377-0
0.618 375-5
0.500 375-2
0.382 374-7
LOW 373-4
0.618 371-3
1.000 370-0
1.618 367-7
2.618 364-3
4.250 358-5
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 375-2 384-4
PP 374-7 381-0
S1 374-3 377-4

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

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