CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 388-2 395-0 6-6 1.7% 390-2
High 391-2 398-2 7-0 1.8% 398-2
Low 388-2 395-0 6-6 1.7% 386-6
Close 390-6 397-2 6-4 1.7% 397-2
Range 3-0 3-2 0-2 8.3% 11-4
ATR 0-0 6-0 6-0 0-0
Volume 4,119 5,656 1,537 37.3% 18,460
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 406-5 405-1 399-0
R3 403-3 401-7 398-1
R2 400-1 400-1 397-7
R1 398-5 398-5 397-4 399-3
PP 396-7 396-7 396-7 397-2
S1 395-3 395-3 397-0 396-1
S2 393-5 393-5 396-5
S3 390-3 392-1 396-3
S4 387-1 388-7 395-4
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 428-5 424-3 403-5
R3 417-1 412-7 400-3
R2 405-5 405-5 399-3
R1 401-3 401-3 398-2 403-4
PP 394-1 394-1 394-1 395-1
S1 389-7 389-7 396-2 392-0
S2 382-5 382-5 395-1
S3 371-1 378-3 394-1
S4 359-5 366-7 390-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 398-2 386-6 11-4 2.9% 2-4 0.6% 91% True False 3,692
10 410-0 386-6 23-2 5.9% 3-7 1.0% 45% False False 3,746
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 0-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 412-0
2.618 406-6
1.618 403-4
1.000 401-4
0.618 400-2
HIGH 398-2
0.618 397-0
0.500 396-5
0.382 396-2
LOW 395-0
0.618 393-0
1.000 391-6
1.618 389-6
2.618 386-4
4.250 381-2
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 397-0 395-7
PP 396-7 394-4
S1 396-5 393-1

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

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