CME Pit-Traded Corn Future December 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 547-0 557-0 10-0 1.8% 570-4
High 555-0 575-0 20-0 3.6% 585-4
Low 543-0 556-4 13-4 2.5% 555-0
Close 546-0 573-4 27-4 5.0% 563-0
Range 12-0 18-4 6-4 54.2% 30-4
ATR 16-6 17-5 0-7 5.2% 0-0
Volume 226,074 224,044 -2,030 -0.9% 1,155,847
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 623-7 617-1 583-5
R3 605-3 598-5 578-5
R2 586-7 586-7 576-7
R1 580-1 580-1 575-2 583-4
PP 568-3 568-3 568-3 570-0
S1 561-5 561-5 571-6 565-0
S2 549-7 549-7 570-1
S3 531-3 543-1 568-3
S4 512-7 524-5 563-3
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 659-3 641-5 579-6
R3 628-7 611-1 571-3
R2 598-3 598-3 568-5
R1 580-5 580-5 565-6 574-2
PP 567-7 567-7 567-7 564-5
S1 550-1 550-1 560-2 543-6
S2 537-3 537-3 557-3
S3 506-7 519-5 554-5
S4 476-3 489-1 546-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 579-0 543-0 36-0 6.3% 12-4 2.2% 85% False False 188,684
10 585-4 492-2 93-2 16.3% 13-6 2.4% 87% False False 203,413
20 585-4 456-0 129-4 22.6% 14-0 2.5% 91% False False 205,846
40 585-4 415-4 170-0 29.6% 11-6 2.0% 93% False False 196,105
60 585-4 382-2 203-2 35.4% 11-4 2.0% 94% False False 183,548
80 585-4 343-2 242-2 42.2% 10-4 1.8% 95% False False 168,309
100 585-4 343-2 242-2 42.2% 9-5 1.7% 95% False False 147,147
120 585-4 343-2 242-2 42.2% 9-1 1.6% 95% False False 130,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 653-5
2.618 623-3
1.618 604-7
1.000 593-4
0.618 586-3
HIGH 575-0
0.618 567-7
0.500 565-6
0.382 563-5
LOW 556-4
0.618 545-1
1.000 538-0
1.618 526-5
2.618 508-1
4.250 477-7
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 570-7 568-5
PP 568-3 563-7
S1 565-6 559-0

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

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