CME Pit-Traded Corn Future September 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	386-0	392-0	6-0	1.6%	387-0
High	392-6	392-0	-0-6	-0.2%	395-0
Low	385-6	392-0	6-2	1.6%	378-0
Close	390-2	392-4	2-2	0.6%	380-2
Range	7-0	0-0	-7-0	-100.0%	17-0
ATR	6-2	6-0	-0-3	-5.2%	0-0
Volume	8,674	6,710	-1,964	-22.6%	25,388

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	392-1	392-3	392-4
R3	392-1	392-3	392-4
R2	392-1	392-1	392-4
R1	392-3	392-3	392-4	392-2
PP	392-1	392-1	392-1	392-1
S1	392-3	392-3	392-4	392-2
S2	392-1	392-1	392-4
S3	392-1	392-3	392-4
S4	392-1	392-3	392-4

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	435-3	424-7	389-5
R3	418-3	407-7	384-7
R2	401-3	401-3	383-3
R1	390-7	390-7	381-6	387-5
PP	384-3	384-3	384-3	382-6
S1	373-7	373-7	378-6	370-5
S2	367-3	367-3	377-1
S3	350-3	356-7	375-5
S4	333-3	339-7	370-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	392-6	378-0	14-6	3.8%	4-4	1.1%	98%	False	False	7,150
10	395-0	378-0	17-0	4.3%	3-6	1.0%	85%	False	False	5,662
20	409-6	378-0	31-6	8.1%	3-4	0.9%	46%	False	False	5,112
40	445-0	378-0	67-0	17.1%	3-6	0.9%	22%	False	False	3,783
60	445-0	378-0	67-0	17.1%	4-4	1.1%	22%	False	False	3,345

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

Fibonacci Retracements and Extensions
4.250	392-0
2.618	392-0
1.618	392-0
1.000	392-0
0.618	392-0
HIGH	392-0
0.618	392-0
0.500	392-0
0.382	392-0
LOW	392-0
0.618	392-0
1.000	392-0
1.618	392-0
2.618	392-0
4.250	392-0

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	392-3	391-2
PP	392-1	390-1
S1	392-0	388-7

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