CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 375-4 378-4 3-0 0.8% 382-4
High 377-0 381-2 4-2 1.1% 396-4
Low 373-4 376-4 3-0 0.8% 374-4
Close 374-0 379-6 5-6 1.5% 394-6
Range 3-4 4-6 1-2 35.7% 22-0
ATR 9-2 9-1 -0-1 -1.6% 0-0
Volume 72,718 64,362 -8,356 -11.5% 359,901
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 393-3 391-3 382-3
R3 388-5 386-5 381-0
R2 383-7 383-7 380-5
R1 381-7 381-7 380-1 382-7
PP 379-1 379-1 379-1 379-6
S1 377-1 377-1 379-3 378-1
S2 374-3 374-3 378-7
S3 369-5 372-3 378-4
S4 364-7 367-5 377-1
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% 6-7 1.8% 27% False False 72,968
10 396-4 373-4 23-0 6.1% 6-5 1.7% 27% False False 73,324
20 396-4 333-0 63-4 16.7% 7-1 1.9% 74% False False 80,880
40 396-4 333-0 63-4 16.7% 6-3 1.7% 74% False False 66,811
60 396-4 333-0 63-4 16.7% 6-4 1.7% 74% False False 53,428
80 396-4 333-0 63-4 16.7% 6-1 1.6% 74% False False 45,502
100 406-0 333-0 73-0 19.2% 5-4 1.5% 64% False False 38,365
120 406-4 333-0 73-4 19.4% 5-1 1.3% 64% False False 32,792
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 401-4
2.618 393-5
1.618 388-7
1.000 386-0
0.618 384-1
HIGH 381-2
0.618 379-3
0.500 378-7
0.382 378-3
LOW 376-4
0.618 373-5
1.000 371-6
1.618 368-7
2.618 364-1
4.250 356-2
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 379-4 380-0
PP 379-1 379-7
S1 378-7 379-7

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

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