CME Pit-Traded Corn Future December 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 387-2 391-2 4-0 1.0% 393-4
High 390-4 395-0 4-4 1.2% 410-0
Low 386-2 390-0 3-6 1.0% 386-2
Close 387-4 393-4 6-0 1.5% 407-2
Range 4-2 5-0 0-6 17.6% 23-6
ATR 9-5 9-3 -0-1 -1.6% 0-0
Volume 130,660 94,840 -35,820 -27.4% 613,971
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 407-7 405-5 396-2
R3 402-7 400-5 394-7
R2 397-7 397-7 394-3
R1 395-5 395-5 394-0 396-6
PP 392-7 392-7 392-7 393-3
S1 390-5 390-5 393-0 391-6
S2 387-7 387-7 392-5
S3 382-7 385-5 392-1
S4 377-7 380-5 390-6
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 472-3 463-5 420-2
R3 448-5 439-7 413-6
R2 424-7 424-7 411-5
R1 416-1 416-1 409-3 420-4
PP 401-1 401-1 401-1 403-3
S1 392-3 392-3 405-1 396-6
S2 377-3 377-3 402-7
S3 353-5 368-5 400-6
S4 329-7 344-7 394-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 410-0 386-2 23-6 6.0% 8-2 2.1% 31% False False 126,322
10 410-0 386-2 23-6 6.0% 7-3 1.9% 31% False False 121,841
20 410-0 343-2 66-6 17.0% 7-3 1.9% 75% False False 114,887
40 410-0 343-2 66-6 17.0% 6-5 1.7% 75% False False 86,176
60 410-0 343-2 66-6 17.0% 6-5 1.7% 75% False False 74,849
80 410-0 343-2 66-6 17.0% 6-4 1.6% 75% False False 65,119
100 414-2 343-2 71-0 18.0% 6-1 1.6% 71% False False 57,152
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 416-2
2.618 408-1
1.618 403-1
1.000 400-0
0.618 398-1
HIGH 395-0
0.618 393-1
0.500 392-4
0.382 391-7
LOW 390-0
0.618 386-7
1.000 385-0
1.618 381-7
2.618 376-7
4.250 368-6
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 393-1 393-1
PP 392-7 392-7
S1 392-4 392-4

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

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