CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 381-6 382-4 0-6 0.2% 398-0
High 382-4 393-6 11-2 2.9% 400-0
Low 376-4 382-2 5-6 1.5% 383-4
Close 377-0 390-6 13-6 3.6% 384-4
Range 6-0 11-4 5-4 91.7% 16-4
ATR 9-2 9-6 0-4 5.9% 0-0
Volume 115,598 84,280 -31,318 -27.1% 536,412
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 423-3 418-5 397-1
R3 411-7 407-1 393-7
R2 400-3 400-3 392-7
R1 395-5 395-5 391-6 398-0
PP 388-7 388-7 388-7 390-1
S1 384-1 384-1 389-6 386-4
S2 377-3 377-3 388-5
S3 365-7 372-5 387-5
S4 354-3 361-1 384-3
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 6.2% 8-6 2.2% 62% False False 102,222
10 410-0 375-6 34-2 8.8% 8-4 2.2% 44% False False 114,272
20 410-0 367-2 42-6 10.9% 8-1 2.1% 55% False False 122,043
40 410-0 343-2 66-6 17.1% 7-0 1.8% 71% False False 93,550
60 410-0 343-2 66-6 17.1% 6-7 1.8% 71% False False 78,258
80 410-0 343-2 66-6 17.1% 6-6 1.7% 71% False False 69,782
100 410-0 343-2 66-6 17.1% 6-3 1.6% 71% False False 61,080
120 414-4 343-2 71-2 18.2% 6-1 1.6% 67% False False 54,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 442-5
2.618 423-7
1.618 412-3
1.000 405-2
0.618 400-7
HIGH 393-6
0.618 389-3
0.500 388-0
0.382 386-5
LOW 382-2
0.618 375-1
1.000 370-6
1.618 363-5
2.618 352-1
4.250 333-3
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 389-7 388-6
PP 388-7 386-6
S1 388-0 384-6

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

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