CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 373-4 377-4 4-0 1.1% 377-4
High 379-6 387-4 7-6 2.0% 387-4
Low 373-0 377-4 4-4 1.2% 372-4
Close 378-4 385-2 6-6 1.8% 385-2
Range 6-6 10-0 3-2 48.1% 15-0
ATR 7-5 7-6 0-1 2.2% 0-0
Volume 45,944 43,454 -2,490 -5.4% 204,092
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 413-3 409-3 390-6
R3 403-3 399-3 388-0
R2 393-3 393-3 387-1
R1 389-3 389-3 386-1 391-3
PP 383-3 383-3 383-3 384-4
S1 379-3 379-3 384-3 381-3
S2 373-3 373-3 383-3
S3 363-3 369-3 382-4
S4 353-3 359-3 379-6
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 426-6 421-0 393-4
R3 411-6 406-0 389-3
R2 396-6 396-6 388-0
R1 391-0 391-0 386-5 393-7
PP 381-6 381-6 381-6 383-2
S1 376-0 376-0 383-7 378-7
S2 366-6 366-6 382-4
S3 351-6 361-0 381-1
S4 336-6 346-0 377-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 387-4 372-4 15-0 3.9% 6-5 1.7% 85% True False 40,818
10 398-0 372-4 25-4 6.6% 6-4 1.7% 50% False False 48,141
20 398-0 367-4 30-4 7.9% 6-7 1.8% 58% False False 51,750
40 398-0 367-4 30-4 7.9% 6-2 1.6% 58% False False 43,548
60 414-4 367-4 47-0 12.2% 5-7 1.5% 38% False False 37,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 430-0
2.618 413-5
1.618 403-5
1.000 397-4
0.618 393-5
HIGH 387-4
0.618 383-5
0.500 382-4
0.382 381-3
LOW 377-4
0.618 371-3
1.000 367-4
1.618 361-3
2.618 351-3
4.250 335-0
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 384-3 383-4
PP 383-3 381-6
S1 382-4 380-0

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

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