CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 390-4 395-0 4-4 1.2% 389-0
High 397-2 398-0 0-6 0.2% 398-0
Low 390-4 392-4 2-0 0.5% 379-2
Close 396-2 395-2 -1-0 -0.3% 395-2
Range 6-6 5-4 -1-2 -18.5% 18-6
ATR 9-2 9-0 -0-2 -2.9% 0-0
Volume 110,213 158,658 48,445 44.0% 496,188
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 411-6 409-0 398-2
R3 406-2 403-4 396-6
R2 400-6 400-6 396-2
R1 398-0 398-0 395-6 399-3
PP 395-2 395-2 395-2 396-0
S1 392-4 392-4 394-6 393-7
S2 389-6 389-6 394-2
S3 384-2 387-0 393-6
S4 378-6 381-4 392-2
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 447-1 439-7 405-4
R3 428-3 421-1 400-3
R2 409-5 409-5 398-6
R1 402-3 402-3 397-0 406-0
PP 390-7 390-7 390-7 392-5
S1 383-5 383-5 393-4 387-2
S2 372-1 372-1 391-6
S3 353-3 364-7 390-1
S4 334-5 346-1 385-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 398-0 379-2 18-6 4.7% 6-7 1.7% 85% True False 129,393
10 398-0 343-2 54-6 13.9% 7-4 1.9% 95% True False 121,749
20 398-0 343-2 54-6 13.9% 6-7 1.7% 95% True False 94,125
40 398-0 343-2 54-6 13.9% 6-2 1.6% 95% True False 71,889
60 398-0 343-2 54-6 13.9% 6-4 1.7% 95% True False 64,548
80 405-2 343-2 62-0 15.7% 6-2 1.6% 84% False False 55,694
100 414-4 343-2 71-2 18.0% 6-0 1.5% 73% False False 49,518
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 421-3
2.618 412-3
1.618 406-7
1.000 403-4
0.618 401-3
HIGH 398-0
0.618 395-7
0.500 395-2
0.382 394-5
LOW 392-4
0.618 389-1
1.000 387-0
1.618 383-5
2.618 378-1
4.250 369-1
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 395-2 393-7
PP 395-2 392-5
S1 395-2 391-2

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

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