CME Pit-Traded Corn Future July 2011

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	513-4	525-0	11-4	2.2%	502-0
High	516-6	534-0	17-2	3.3%	534-0
Low	513-4	524-0	10-4	2.0%	501-4
Close	517-0	533-2	16-2	3.1%	533-2
Range	3-2	10-0	6-6	207.7%	32-4
ATR	7-5	8-2	0-5	8.7%	0-0
Volume	28,121	25,797	-2,324	-8.3%	138,518

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	560-3	556-7	538-6
R3	550-3	546-7	536-0
R2	540-3	540-3	535-1
R1	536-7	536-7	534-1	538-5
PP	530-3	530-3	530-3	531-2
S1	526-7	526-7	532-3	528-5
S2	520-3	520-3	531-3
S3	510-3	516-7	530-4
S4	500-3	506-7	527-6

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	620-3	609-3	551-1
R3	587-7	576-7	542-2
R2	555-3	555-3	539-2
R1	544-3	544-3	536-2	549-7
PP	522-7	522-7	522-7	525-6
S1	511-7	511-7	530-2	517-3
S2	490-3	490-3	527-2
S3	457-7	479-3	524-2
S4	425-3	446-7	515-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	534-0	501-4	32-4	6.1%	6-2	1.2%	98%	True	False	27,703
10	534-0	473-0	61-0	11.4%	7-0	1.3%	99%	True	False	28,122
20	534-0	444-4	89-4	16.8%	5-7	1.1%	99%	True	False	21,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	576-4
2.618	560-1
1.618	550-1
1.000	544-0
0.618	540-1
HIGH	534-0
0.618	530-1
0.500	529-0
0.382	527-7
LOW	524-0
0.618	517-7
1.000	514-0
1.618	507-7
2.618	497-7
4.250	481-4

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	531-7	530-1
PP	530-3	526-7
S1	529-0	523-6

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