CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	409-0	399-4	-9-4	-2.3%	404-6
High	409-2	402-4	-6-6	-1.6%	420-0
Low	401-0	399-2	-1-6	-0.4%	398-4
Close	406-0	400-0	-6-0	-1.5%	417-6
Range	8-2	3-2	-5-0	-60.6%	21-4
ATR	8-2	8-1	-0-1	-1.3%	0-0
Volume	15,280	18,545	3,265	21.4%	62,198

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	410-3	408-3	401-6
R3	407-1	405-1	400-7
R2	403-7	403-7	400-5
R1	401-7	401-7	400-2	402-7
PP	400-5	400-5	400-5	401-0
S1	398-5	398-5	399-6	399-5
S2	397-3	397-3	399-3
S3	394-1	395-3	399-1
S4	390-7	392-1	398-2

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	476-5	468-5	429-5
R3	455-1	447-1	423-5
R2	433-5	433-5	421-6
R1	425-5	425-5	419-6	429-5
PP	412-1	412-1	412-1	414-0
S1	404-1	404-1	415-6	408-1
S2	390-5	390-5	413-6
S3	369-1	382-5	411-7
S4	347-5	361-1	405-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	420-0	399-2	20-6	5.2%	6-7	1.7%	4%	False	True	15,377
10	420-0	396-4	23-4	5.9%	5-6	1.4%	15%	False	False	13,450
20	420-0	356-6	63-2	15.8%	5-6	1.4%	68%	False	False	10,259
40	420-0	356-6	63-2	15.8%	5-0	1.2%	68%	False	False	7,242

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	416-2
2.618	411-0
1.618	407-6
1.000	405-6
0.618	404-4
HIGH	402-4
0.618	401-2
0.500	400-7
0.382	400-4
LOW	399-2
0.618	397-2
1.000	396-0
1.618	394-0
2.618	390-6
4.250	385-4

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	400-7	408-5
PP	400-5	405-6
S1	400-2	402-7

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