CME Pit-Traded Corn Future September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 413-0 409-0 -4-0 -1.0% 404-4
High 417-2 416-4 -0-6 -0.2% 414-0
Low 406-0 406-4 0-4 0.1% 391-0
Close 407-2 414-6 7-4 1.8% 411-6
Range 11-2 10-0 -1-2 -11.1% 23-0
ATR 11-1 11-1 -0-1 -0.7% 0-0
Volume 48,127 84,489 36,362 75.6% 483,122
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 442-5 438-5 420-2
R3 432-5 428-5 417-4
R2 422-5 422-5 416-5
R1 418-5 418-5 415-5 420-5
PP 412-5 412-5 412-5 413-4
S1 408-5 408-5 413-7 410-5
S2 402-5 402-5 412-7
S3 392-5 398-5 412-0
S4 382-5 388-5 409-2
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 474-5 466-1 424-3
R3 451-5 443-1 418-1
R2 428-5 428-5 416-0
R1 420-1 420-1 413-7 424-3
PP 405-5 405-5 405-5 407-6
S1 397-1 397-1 409-5 401-3
S2 382-5 382-5 407-4
S3 359-5 374-1 405-3
S4 336-5 351-1 399-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417-2 391-0 26-2 6.3% 10-0 2.4% 90% False False 87,432
10 425-2 391-0 34-2 8.3% 11-2 2.7% 69% False False 92,049
20 425-2 362-0 63-2 15.3% 10-1 2.4% 83% False False 79,109
40 425-2 333-0 92-2 22.2% 8-5 2.1% 89% False False 80,024
60 425-2 333-0 92-2 22.2% 7-5 1.8% 89% False False 70,303
80 425-2 333-0 92-2 22.2% 7-3 1.8% 89% False False 59,436
100 425-2 333-0 92-2 22.2% 6-7 1.7% 89% False False 51,681
120 425-2 333-0 92-2 22.2% 6-2 1.5% 89% False False 44,655
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 459-0
2.618 442-5
1.618 432-5
1.000 426-4
0.618 422-5
HIGH 416-4
0.618 412-5
0.500 411-4
0.382 410-3
LOW 406-4
0.618 400-3
1.000 396-4
1.618 390-3
2.618 380-3
4.250 364-0
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 413-5 413-6
PP 412-5 412-5
S1 411-4 411-5

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

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