CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	449-4	461-4	12-0	2.7%	453-6
High	460-6	461-4	0-6	0.2%	461-0
Low	449-4	458-4	9-0	2.0%	449-4
Close	461-0	459-0	-2-0	-0.4%	461-0
Range	11-2	3-0	-8-2	-73.3%	11-4
ATR	9-3	9-0	-0-4	-4.9%	0-0
Volume	23,009	17,201	-5,808	-25.2%	73,222

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	468-5	466-7	460-5
R3	465-5	463-7	459-7
R2	462-5	462-5	459-4
R1	460-7	460-7	459-2	460-2
PP	459-5	459-5	459-5	459-3
S1	457-7	457-7	458-6	457-2
S2	456-5	456-5	458-4
S3	453-5	454-7	458-1
S4	450-5	451-7	457-3

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	491-5	487-7	467-3
R3	480-1	476-3	464-1
R2	468-5	468-5	463-1
R1	464-7	464-7	462-0	466-6
PP	457-1	457-1	457-1	458-1
S1	453-3	453-3	460-0	455-2
S2	445-5	445-5	458-7
S3	434-1	441-7	457-7
S4	422-5	430-3	454-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	461-4	449-4	12-0	2.6%	7-4	1.6%	79%	True	False	15,818
10	461-4	436-0	25-4	5.6%	6-7	1.5%	90%	True	False	15,625

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	True
Stretch	0-7
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	474-2
2.618	469-3
1.618	466-3
1.000	464-4
0.618	463-3
HIGH	461-4
0.618	460-3
0.500	460-0
0.382	459-5
LOW	458-4
0.618	456-5
1.000	455-4
1.618	453-5
2.618	450-5
4.250	445-6

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	460-0	457-7
PP	459-5	456-5
S1	459-3	455-4

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