CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 400-4 411-0 10-4 2.6% 401-0
High 407-6 420-0 12-2 3.0% 408-4
Low 400-4 411-0 10-4 2.6% 395-4
Close 408-0 416-0 8-0 2.0% 407-0
Range 7-2 9-0 1-6 24.1% 13-0
ATR 7-3 7-5 0-3 4.6% 0-0
Volume 15,075 9,310 -5,765 -38.2% 48,903
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 442-5 438-3 421-0
R3 433-5 429-3 418-4
R2 424-5 424-5 417-5
R1 420-3 420-3 416-7 422-4
PP 415-5 415-5 415-5 416-6
S1 411-3 411-3 415-1 413-4
S2 406-5 406-5 414-3
S3 397-5 402-3 413-4
S4 388-5 393-3 411-0
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
5 420-0 398-4 21-4 5.2% 5-6 1.4% 81% True False 11,951
10 420-0 384-0 36-0 8.7% 6-4 1.6% 89% True False 11,659
20 420-0 356-6 63-2 15.2% 5-6 1.4% 94% True False 8,461
40 420-0 356-6 63-2 15.2% 4-6 1.1% 94% True False 6,221
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 0-6
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 458-2
2.618 443-4
1.618 434-4
1.000 429-0
0.618 425-4
HIGH 420-0
0.618 416-4
0.500 415-4
0.382 414-4
LOW 411-0
0.618 405-4
1.000 402-0
1.618 396-4
2.618 387-4
4.250 372-6
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 415-7 413-6
PP 415-5 411-4
S1 415-4 409-2

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

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