CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	487-0	483-0	-4-0	-0.8%	468-4
High	487-0	489-4	2-4	0.5%	486-4
Low	484-2	483-0	-1-2	-0.3%	463-4
Close	484-4	489-6	5-2	1.1%	486-4
Range	2-6	6-4	3-6	136.4%	23-0
ATR	8-1	8-0	-0-1	-1.4%	0-0
Volume	22,940	25,783	2,843	12.4%	73,346

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	506-7	504-7	493-3
R3	500-3	498-3	491-4
R2	493-7	493-7	491-0
R1	491-7	491-7	490-3	492-7
PP	487-3	487-3	487-3	488-0
S1	485-3	485-3	489-1	486-3
S2	480-7	480-7	488-4
S3	474-3	478-7	488-0
S4	467-7	472-3	486-1

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	547-7	540-1	499-1
R3	524-7	517-1	492-7
R2	501-7	501-7	490-6
R1	494-1	494-1	488-5	498-0
PP	478-7	478-7	478-7	480-6
S1	471-1	471-1	484-3	475-0
S2	455-7	455-7	482-2
S3	432-7	448-1	480-1
S4	409-7	425-1	473-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	489-4	470-0	19-4	4.0%	6-2	1.3%	101%	True	False	26,304
10	489-4	454-6	34-6	7.1%	5-1	1.1%	101%	True	False	19,012
20	489-4	443-0	46-4	9.5%	5-7	1.2%	101%	True	False	17,411

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	517-1
2.618	506-4
1.618	500-0
1.000	496-0
0.618	493-4
HIGH	489-4
0.618	487-0
0.500	486-2
0.382	485-4
LOW	483-0
0.618	479-0
1.000	476-4
1.618	472-4
2.618	466-0
4.250	455-3

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	488-5	488-4
PP	487-3	487-1
S1	486-2	485-7

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