CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 388-0 388-2 0-2 0.1% 403-0
High 390-0 391-2 1-2 0.3% 410-0
Low 388-0 388-2 0-2 0.1% 392-4
Close 390-4 390-6 0-2 0.1% 392-4
Range 2-0 3-0 1-0 50.0% 17-4
ATR
Volume 1,878 4,119 2,241 119.3% 19,004
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 399-1 397-7 392-3
R3 396-1 394-7 391-5
R2 393-1 393-1 391-2
R1 391-7 391-7 391-0 392-4
PP 390-1 390-1 390-1 390-3
S1 388-7 388-7 390-4 389-4
S2 387-1 387-1 390-2
S3 384-1 385-7 389-7
S4 381-1 382-7 389-1
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 450-7 439-1 402-1
R3 433-3 421-5 397-2
R2 415-7 415-7 395-6
R1 404-1 404-1 394-1 401-2
PP 398-3 398-3 398-3 396-7
S1 386-5 386-5 390-7 383-6
S2 380-7 380-7 389-2
S3 363-3 369-1 387-6
S4 345-7 351-5 382-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 396-0 386-6 9-2 2.4% 2-5 0.7% 43% False False 3,098
10 410-0 386-6 23-2 6.0% 4-1 1.1% 17% False False 3,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 404-0
2.618 399-1
1.618 396-1
1.000 394-2
0.618 393-1
HIGH 391-2
0.618 390-1
0.500 389-6
0.382 389-3
LOW 388-2
0.618 386-3
1.000 385-2
1.618 383-3
2.618 380-3
4.250 375-4
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 390-3 390-4
PP 390-1 390-2
S1 389-6 390-0

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

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