CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 368-4 368-0 -0-4 -0.1% 386-4
High 369-0 368-4 -0-4 -0.1% 386-4
Low 362-0 362-4 0-4 0.1% 370-0
Close 364-0 362-6 -1-2 -0.3% 371-2
Range 7-0 6-0 -1-0 -14.3% 16-4
ATR 9-2 9-0 -0-2 -2.5% 0-0
Volume 58,696 75,192 16,496 28.1% 322,843
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 382-5 378-5 366-0
R3 376-5 372-5 364-3
R2 370-5 370-5 363-7
R1 366-5 366-5 363-2 365-5
PP 364-5 364-5 364-5 364-0
S1 360-5 360-5 362-2 359-5
S2 358-5 358-5 361-5
S3 352-5 354-5 361-1
S4 346-5 348-5 359-4
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 425-3 414-7 380-3
R3 408-7 398-3 375-6
R2 392-3 392-3 374-2
R1 381-7 381-7 372-6 378-7
PP 375-7 375-7 375-7 374-4
S1 365-3 365-3 369-6 362-3
S2 359-3 359-3 368-2
S3 342-7 348-7 366-6
S4 326-3 332-3 362-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 386-4 362-0 24-4 6.8% 7-4 2.1% 3% False False 62,856
10 396-4 362-0 34-4 9.5% 7-4 2.1% 2% False False 69,121
20 396-4 333-0 63-4 17.5% 7-5 2.1% 47% False False 81,102
40 396-4 333-0 63-4 17.5% 6-6 1.8% 47% False False 70,557
60 396-4 333-0 63-4 17.5% 6-4 1.8% 47% False False 55,101
80 396-4 333-0 63-4 17.5% 6-3 1.8% 47% False False 47,971
100 405-0 333-0 72-0 19.8% 5-6 1.6% 41% False False 40,563
120 406-4 333-0 73-4 20.3% 5-2 1.4% 40% False False 34,739
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 394-0
2.618 384-2
1.618 378-2
1.000 374-4
0.618 372-2
HIGH 368-4
0.618 366-2
0.500 365-4
0.382 364-6
LOW 362-4
0.618 358-6
1.000 356-4
1.618 352-6
2.618 346-6
4.250 337-0
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 365-4 369-6
PP 364-5 367-3
S1 363-5 365-1

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

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