CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	406-0	404-6	-1-2	-0.3%	401-0
High	408-4	406-0	-2-4	-0.6%	408-4
Low	406-0	403-0	-3-0	-0.7%	395-4
Close	407-0	403-4	-3-4	-0.9%	407-0
Range	2-4	3-0	0-4	20.0%	13-0
ATR	7-4	7-2	-0-2	-3.3%	0-0
Volume	16,237	11,785	-4,452	-27.4%	48,903

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	413-1	411-3	405-1
R3	410-1	408-3	404-3
R2	407-1	407-1	404-0
R1	405-3	405-3	403-6	404-6
PP	404-1	404-1	404-1	403-7
S1	402-3	402-3	403-2	401-6
S2	401-1	401-1	403-0
S3	398-1	399-3	402-5
S4	395-1	396-3	401-7

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	442-5	437-7	414-1
R3	429-5	424-7	410-5
R2	416-5	416-5	409-3
R1	411-7	411-7	408-2	414-2
PP	403-5	403-5	403-5	404-7
S1	398-7	398-7	405-6	401-2
S2	390-5	390-5	404-5
S3	377-5	385-7	403-3
S4	364-5	372-7	399-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	408-4	395-4	13-0	3.2%	4-5	1.1%	62%	False	False	12,137
10	408-4	356-6	51-6	12.8%	6-2	1.5%	90%	False	False	10,323
20	408-4	356-6	51-6	12.8%	5-1	1.3%	90%	False	False	7,481
40	408-4	356-6	51-6	12.8%	4-3	1.1%	90%	False	False	5,665

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	418-6
2.618	413-7
1.618	410-7
1.000	409-0
0.618	407-7
HIGH	406-0
0.618	404-7
0.500	404-4
0.382	404-1
LOW	403-0
0.618	401-1
1.000	400-0
1.618	398-1
2.618	395-1
4.250	390-2

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	404-4	405-3
PP	404-1	404-6
S1	403-7	404-1

Download as Excel Spreadsheet

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

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