CME Pit-Traded Corn Future December 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 381-4 381-6 0-2 0.1% 398-0
High 382-0 382-4 0-4 0.1% 400-0
Low 375-6 376-4 0-6 0.2% 383-4
Close 378-0 377-0 -1-0 -0.3% 384-4
Range 6-2 6-0 -0-2 -4.0% 16-4
ATR 9-4 9-2 -0-2 -2.6% 0-0
Volume 110,393 115,598 5,205 4.7% 536,412
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 396-5 392-7 380-2
R3 390-5 386-7 378-5
R2 384-5 384-5 378-1
R1 380-7 380-7 377-4 379-6
PP 378-5 378-5 378-5 378-1
S1 374-7 374-7 376-4 373-6
S2 372-5 372-5 375-7
S3 366-5 368-7 375-3
S4 360-5 362-7 373-6
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 438-7 428-1 393-5
R3 422-3 411-5 389-0
R2 405-7 405-7 387-4
R1 395-1 395-1 386-0 392-2
PP 389-3 389-3 389-3 387-7
S1 378-5 378-5 383-0 375-6
S2 372-7 372-7 381-4
S3 356-3 362-1 380-0
S4 339-7 345-5 375-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 400-0 375-6 24-2 6.4% 7-4 2.0% 5% False False 104,334
10 410-0 375-6 34-2 9.1% 8-1 2.2% 4% False False 119,102
20 410-0 343-2 66-6 17.7% 7-7 2.1% 51% False False 122,593
40 410-0 343-2 66-6 17.7% 6-7 1.8% 51% False False 92,546
60 410-0 343-2 66-6 17.7% 6-6 1.8% 51% False False 77,681
80 410-0 343-2 66-6 17.7% 6-6 1.8% 51% False False 69,051
100 412-4 343-2 69-2 18.4% 6-3 1.7% 49% False False 60,457
120 414-4 343-2 71-2 18.9% 6-1 1.6% 47% False False 54,381
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 408-0
2.618 398-2
1.618 392-2
1.000 388-4
0.618 386-2
HIGH 382-4
0.618 380-2
0.500 379-4
0.382 378-6
LOW 376-4
0.618 372-6
1.000 370-4
1.618 366-6
2.618 360-6
4.250 351-0
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 379-4 383-6
PP 378-5 381-4
S1 377-7 379-2

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

View Archives - Comment on this page... - Back to Index of Symbols