CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 391-2 398-2 7-0 1.8% 393-4
High 395-0 400-0 5-0 1.3% 410-0
Low 390-0 388-2 -1-6 -0.4% 386-2
Close 393-4 390-2 -3-2 -0.8% 407-2
Range 5-0 11-6 6-6 135.0% 23-6
ATR 9-3 9-5 0-1 1.8% 0-0
Volume 94,840 76,748 -18,092 -19.1% 613,971
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 428-1 420-7 396-6
R3 416-3 409-1 393-4
R2 404-5 404-5 392-3
R1 397-3 397-3 391-3 395-1
PP 392-7 392-7 392-7 391-6
S1 385-5 385-5 389-1 383-3
S2 381-1 381-1 388-1
S3 369-3 373-7 387-0
S4 357-5 362-1 383-6
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
5 408-2 386-2 22-0 5.6% 7-5 1.9% 18% False False 119,284
10 410-0 386-2 23-6 6.1% 7-7 2.0% 17% False False 118,494
20 410-0 343-2 66-6 17.1% 7-6 2.0% 70% False False 115,479
40 410-0 343-2 66-6 17.1% 6-6 1.7% 70% False False 86,950
60 410-0 343-2 66-6 17.1% 6-6 1.7% 70% False False 75,354
80 410-0 343-2 66-6 17.1% 6-5 1.7% 70% False False 65,877
100 414-2 343-2 71-0 18.2% 6-2 1.6% 66% False False 57,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 450-0
2.618 430-6
1.618 419-0
1.000 411-6
0.618 407-2
HIGH 400-0
0.618 395-4
0.500 394-1
0.382 392-6
LOW 388-2
0.618 381-0
1.000 376-4
1.618 369-2
2.618 357-4
4.250 338-2
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 394-1 393-1
PP 392-7 392-1
S1 391-4 391-2

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

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