CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	483-0	491-0	8-0	1.7%	482-2
High	489-4	498-0	8-4	1.7%	498-0
Low	483-0	488-0	5-0	1.0%	482-2
Close	489-6	497-4	7-6	1.6%	497-4
Range	6-4	10-0	3-4	53.8%	15-6
ATR	8-0	8-1	0-1	1.8%	0-0
Volume	25,783	29,655	3,872	15.0%	127,626

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	524-4	521-0	503-0
R3	514-4	511-0	500-2
R2	504-4	504-4	499-3
R1	501-0	501-0	498-3	502-6
PP	494-4	494-4	494-4	495-3
S1	491-0	491-0	496-5	492-6
S2	484-4	484-4	495-5
S3	474-4	481-0	494-6
S4	464-4	471-0	492-0

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	539-7	534-3	506-1
R3	524-1	518-5	501-7
R2	508-3	508-3	500-3
R1	502-7	502-7	499-0	505-5
PP	492-5	492-5	492-5	494-0
S1	487-1	487-1	496-0	489-7
S2	476-7	476-7	494-5
S3	461-1	471-3	493-1
S4	445-3	455-5	488-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	498-0	473-0	25-0	5.0%	7-6	1.6%	98%	True	False	28,540
10	498-0	462-0	36-0	7.2%	5-5	1.1%	99%	True	False	21,102
20	498-0	444-4	53-4	10.8%	5-7	1.2%	99%	True	False	18,015

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	540-4
2.618	524-1
1.618	514-1
1.000	508-0
0.618	504-1
HIGH	498-0
0.618	494-1
0.500	493-0
0.382	491-7
LOW	488-0
0.618	481-7
1.000	478-0
1.618	471-7
2.618	461-7
4.250	445-4

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	496-0	495-1
PP	494-4	492-7
S1	493-0	490-4

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