CME Pit-Traded Corn Future March 2011

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	409-4	426-0	16-4	4.0%	395-4
High	418-4	428-4	10-0	2.4%	418-4
Low	409-4	416-0	6-4	1.6%	390-4
Close	418-6	416-4	-2-2	-0.5%	418-6
Range	9-0	12-4	3-4	38.9%	28-0
ATR	8-5	8-7	0-2	3.3%	0-0
Volume	19,095	23,584	4,489	23.5%	77,899

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	457-7	449-5	423-3
R3	445-3	437-1	420-0
R2	432-7	432-7	418-6
R1	424-5	424-5	417-5	422-4
PP	420-3	420-3	420-3	419-2
S1	412-1	412-1	415-3	410-0
S2	407-7	407-7	414-2
S3	395-3	399-5	413-0
S4	382-7	387-1	409-5

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	493-2	484-0	434-1
R3	465-2	456-0	426-4
R2	437-2	437-2	423-7
R1	428-0	428-0	421-3	432-5
PP	409-2	409-2	409-2	411-4
S1	400-0	400-0	416-1	404-5
S2	381-2	381-2	413-5
S3	353-2	372-0	411-0
S4	325-2	344-0	403-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	428-4	390-4	38-0	9.1%	8-7	2.1%	68%	True	False	17,617
10	428-4	390-4	38-0	9.1%	7-2	1.7%	68%	True	False	15,830
20	428-4	390-4	38-0	9.1%	6-5	1.6%	68%	True	False	14,234
40	428-4	356-6	71-6	17.2%	5-6	1.4%	83%	True	False	10,072
60	428-4	356-6	71-6	17.2%	5-2	1.2%	83%	True	False	7,837

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	0-5
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	481-5
2.618	461-2
1.618	448-6
1.000	441-0
0.618	436-2
HIGH	428-4
0.618	423-6
0.500	422-2
0.382	420-6
LOW	416-0
0.618	408-2
1.000	403-4
1.618	395-6
2.618	383-2
4.250	362-7

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	422-2	416-2
PP	420-3	415-7
S1	418-3	415-5

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