CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 529-0 509-0 -20-0 -3.8% 540-4
High 531-4 525-2 -6-2 -1.2% 541-6
Low 521-4 509-0 -12-4 -2.4% 518-4
Close 521-2 525-4 4-2 0.8% 542-0
Range 10-0 16-2 6-2 62.5% 23-2
ATR 9-7 10-2 0-4 4.7% 0-0
Volume 15,465 15,916 451 2.9% 136,068
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 568-5 563-3 534-4
R3 552-3 547-1 530-0
R2 536-1 536-1 528-4
R1 530-7 530-7 527-0 533-4
PP 519-7 519-7 519-7 521-2
S1 514-5 514-5 524-0 517-2
S2 503-5 503-5 522-4
S3 487-3 498-3 521-0
S4 471-1 482-1 516-4
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 603-7 596-1 554-6
R3 580-5 572-7 548-3
R2 557-3 557-3 546-2
R1 549-5 549-5 544-1 553-4
PP 534-1 534-1 534-1 536-0
S1 526-3 526-3 539-7 530-2
S2 510-7 510-7 537-6
S3 487-5 503-1 535-5
S4 464-3 479-7 529-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 541-6 509-0 32-6 6.2% 10-5 2.0% 50% False True 21,861
10 541-6 509-0 32-6 6.2% 9-7 1.9% 50% False True 24,658
20 541-6 469-2 72-4 13.8% 8-0 1.5% 78% False False 25,247
40 541-6 436-0 105-6 20.1% 7-5 1.4% 85% False False 19,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 594-2
2.618 567-6
1.618 551-4
1.000 541-4
0.618 535-2
HIGH 525-2
0.618 519-0
0.500 517-1
0.382 515-2
LOW 509-0
0.618 499-0
1.000 492-6
1.618 482-6
2.618 466-4
4.250 440-0
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 522-6 525-2
PP 519-7 525-0
S1 517-1 524-6

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

View Archives - Comment on this page... - Back to Index of Symbols