CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 396-6 415-4 18-6 4.7% 381-4
High 407-0 418-0 11-0 2.7% 407-0
Low 396-6 403-4 6-6 1.7% 375-6
Close 406-6 404-4 -2-2 -0.6% 406-6
Range 10-2 14-4 4-2 41.5% 31-2
ATR 9-7 10-2 0-3 3.3% 0-0
Volume 136,278 168,491 32,213 23.6% 580,470
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 452-1 442-7 412-4
R3 437-5 428-3 408-4
R2 423-1 423-1 407-1
R1 413-7 413-7 405-7 411-2
PP 408-5 408-5 408-5 407-3
S1 399-3 399-3 403-1 396-6
S2 394-1 394-1 401-7
S3 379-5 384-7 400-4
S4 365-1 370-3 396-4
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 490-2 479-6 424-0
R3 459-0 448-4 415-3
R2 427-6 427-6 412-4
R1 417-2 417-2 409-5 422-4
PP 396-4 396-4 396-4 399-1
S1 386-0 386-0 403-7 391-2
S2 365-2 365-2 401-0
S3 334-0 354-6 398-1
S4 302-6 323-4 389-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418-0 376-4 41-4 10.3% 10-2 2.5% 67% True False 127,713
10 418-0 375-6 42-2 10.4% 8-5 2.1% 68% True False 117,530
20 418-0 375-6 42-2 10.4% 8-4 2.1% 68% True False 119,776
40 418-0 343-2 74-6 18.5% 7-3 1.8% 82% True False 100,910
60 418-0 343-2 74-6 18.5% 7-0 1.7% 82% True False 83,555
80 418-0 343-2 74-6 18.5% 7-0 1.7% 82% True False 73,998
100 418-0 343-2 74-6 18.5% 6-4 1.6% 82% True False 64,628
120 418-0 343-2 74-6 18.5% 6-2 1.6% 82% True False 57,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 479-5
2.618 456-0
1.618 441-4
1.000 432-4
0.618 427-0
HIGH 418-0
0.618 412-4
0.500 410-6
0.382 409-0
LOW 403-4
0.618 394-4
1.000 389-0
1.618 380-0
2.618 365-4
4.250 341-7
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 410-6 404-3
PP 408-5 404-2
S1 406-5 404-1

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

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