CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 499-0 513-0 14-0 2.8% 477-6
High 511-4 514-4 3-0 0.6% 494-0
Low 499-0 511-2 12-2 2.5% 477-6
Close 511-4 513-2 1-6 0.3% 494-6
Range 12-4 3-2 -9-2 -74.0% 16-2
ATR 8-2 7-7 -0-3 -4.3% 0-0
Volume 8,983 18,145 9,162 102.0% 58,987
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 522-6 521-2 515-0
R3 519-4 518-0 514-1
R2 516-2 516-2 513-7
R1 514-6 514-6 513-4 515-4
PP 513-0 513-0 513-0 513-3
S1 511-4 511-4 513-0 512-2
S2 509-6 509-6 512-5
S3 506-4 508-2 512-3
S4 503-2 505-0 511-4
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 537-5 532-3 503-6
R3 521-3 516-1 499-2
R2 505-1 505-1 497-6
R1 499-7 499-7 496-2 502-4
PP 488-7 488-7 488-7 490-1
S1 483-5 483-5 493-2 486-2
S2 472-5 472-5 491-6
S3 456-3 467-3 490-2
S4 440-1 451-1 485-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 514-4 479-4 35-0 6.8% 6-7 1.3% 96% True False 13,140
10 514-4 464-0 50-4 9.8% 6-3 1.2% 98% True False 12,027
20 514-4 438-0 76-4 14.9% 6-2 1.2% 98% True False 8,424
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 528-2
2.618 523-0
1.618 519-6
1.000 517-6
0.618 516-4
HIGH 514-4
0.618 513-2
0.500 512-7
0.382 512-4
LOW 511-2
0.618 509-2
1.000 508-0
1.618 506-0
2.618 502-6
4.250 497-4
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 513-1 511-1
PP 513-0 508-7
S1 512-7 506-6

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

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